Register New
Login
Conference Time: 11th May 2025, 06:43:50pm KST
 

Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Please note that all times are shown in the time zone of the conference. The current conference time is: 11th May 2025, 06:43:50pm KST

 
Authors
 
Session Overview
Session
Credit and Interest Rate Risk
Time:
Saturday, 31/May/2025:
2:30pm - 4:15pm

Session Chair: Patrick Augustin, McGill University
 Location: Studio 9

Show help for 'Increase or decrease the abstract text size'
Presentations

Excess Co-movement in Default Risk

Jan Ericsson1, Kristoffer Glover2, Alexandre Jeanneret3, Lucie Lu4

1McGill University; 2University of Technology Sydney; 3University of New South Wales; 4University of Melbourne

Discussant: Jongsub Lee (Seoul National University)


The Market for Sharing Interest Rate Risk: Quantities and Asset Prices

Umang Khetan1, Jian Li2, Ioana Neamtu3, Ishita Sen4

1University of Iowa; 2Columbia University; 3Bank of England; 4Harvard University

Discussant: Karamfil Todorov (Bank for International Settlements)


Bond Funds and Credit Risk

Jaewon Choi1, Amil Dasgupta2, Ji Yeol Jimmy Oh3

1Seoul National University; 2London School of Economics; 3Sungkyunkwan University

Discussant: Alex Dickerson (University of New South Wales)



 
  Mobile View  Print View  
Contact and Legal Notice · Contact Address:
Privacy Statement · Conference: FIRS 2025		 Conference Software: ConfTool Pro 2.6.153+TC
© 2001–2025 by Dr. H. Weinreich, Hamburg, Germany