Conference Programme

• 8.30 a.m. - 9.00 a.m.

Garden Room
Registration and welcome coffee

• 9.00 a.m. - 9.15 a.m.

Riley Auditorium
Welcome address

• 9.15 a.m. - 10.15 a.m.

Riley Auditorium
Keynote speech
Paul Fisher, Bank of England

• 10.15 a.m. - 11.00 a.m.

Riley Auditorium
Session I
“A Term Structure Model for Defaultable European Sovereign Bonds”
Paper by Priscilla Burity, Pontifical Catholic University of Rio de Jainero
Discussion by Michael Dempster, University of Cambridge

• 11.00 a.m. - 11.30 a.m.

Garden Room
Coffee break

• 11.30 a.m. - 12.15 p.m.

Riley Auditorium
Session II
“Credit and liquidity Risks in euro-area Sovereign Yield Curves”
Paper by Jean-Paul Renne, Banque de France
Discussion by John Fender, University of Birmingham

• 12.15 p.m. - 1.00 p.m.

Riley Auditorium
Session III
“Macroeconomic Uncertainty, Differences in Belief, and Bond Risk Premia”
Paper by Paul Whelan, Imperial College Business School
Discussion by Eric Dor, IESEG-School of Management

• 1.00 p.m. - 2.30 p.m.

Garden Room
Buffet lunch

• 2.30 p.m. - 3.15 p.m.

Riley Auditorium
Session IV
“Expected inflation, inflation risk premium and the term structure of macroeconomic announcements in the euro area and in the United States”
Paper by Marcello Pericoli, Banca d’Italia
Discussion by Paul Mizen, University of Nottingham

• 3.15 p.m. - 4.00 p.m.

Riley Auditorium
Session V
“Inflation risks and inflation risk premia”
Paper by Thomas Werner, European Central Bank
Discussion by James Steeley, Aston Business School

• 4.00 p.m. - 4.30 p.m.

Garden Room
Coffee break

• 4.30 p.m. - 5.30 p.m.

Riley Auditorium
Keynote speech
Philip Turner, Bank for International Settlements

• 7.00 p.m.

Scholar’s Garden
Reception
Great Hall
Conference dinner

• 8.30 a.m. - 9.00 a.m.

Garden Room
Registration and welcome coffee

• 9.00 a.m. - 10.00 a.m.

Riley Auditorium
Keynote speech
Glenn Rudebusch, Federal Reserve Bank of San Francisco

• 10.00 a.m. - 10.45 a.m.

Riley Auditorium
Session VI
“Fed Funds futures and the Federal Reserve”
Paper by Jean-Sébastien Fontaine, Bank of Canada
Discussion by Peter Smith, University of York

• 10.45 a.m. - 11.15 a.m.

Garden Room
Coffee break

• 11.15 a.m. - 12.00 a.m.

Riley Auditorium
Session VII
“Arbitrage, liquidity and exit: The repo and federal fund markets before, during, and after the financial crisis”
Paper by Viktors Stebunovs, Federal Reserve Board
Discussion by Giorgio Valente, University of Essex

• 12.00 p.m. - 12.45 p.m.

Riley Auditorium
Session VIII
“How the Central Bank Talks to the Market: A Story from Switzerland”
Paper by Yvan Lengwiler, University of Basel
Discussion by Rodrigo Guimares, Bank of England

• 12.45 p.m. - 2.00 p.m.

Garden Room
Buffet lunch

• 2.00 p.m. - 2.45 p.m.

Riley Auditorium
Session IX
“An Extended Macro-Finance Model with Financial Factors”
Paper by Hans Dewachter, National Bank of Belgium and University of Leuven
Discussion by Peter Spencer, University of York

• 2.45 p.m. - 3.30 p.m.

Riley Auditorium
Session X
“Fiscal shocks, public debt, and long-term interest rate dynamics”
Paper by Simone Salotti, National University of Galway
Discussion by Elisa Faraglia, University of Cambridge

• 3.30 p.m. - 4.00 p.m.

Garden Room
Coffee break

• 4.00 p.m. - 5.00 p.m.

Riley Auditorium
Keynote speech
Frank Smets, European Central Bank

• 5.00 p.m. - 5.30 p.m.

Riley Auditorium
Concluding remarks