FARFE
Foundation for Advancement of Research in Financial Economics
Foundation for Advancement of Research in Financial Economics
The 9th FARFE Conference and 8th Ross Prize
MIT's Endicott House, 80 Haven Street, Dedham, MA 02026
| Friday, October 20, 2023 | |
|---|---|
| 6:00-7:30 | Reception |
| 7:30-10:30 | Dinner and Drinks, with Toast to Doug Diamond and Phil Dybvig |
| Saturday, October 21, 2023 | |
| 7:30 - 8:30 | Breakfast |
| Ross Prize Lecture - Chair: S. "Vish" Viswanathan, Duke | |
| 8:30-9:15 | Leverage Cycles and the Anxious Economy - AER (2008) Ana Fostel, Virginia, and John Geanakoplos, Yale |
| 9:15-10:00 | The Leverage Cycle: A Survey of the Literature Alp Simsek, Yale |
| 10:00-10:30 | Break |
| Leverage and the Macroeconomy - Chair: Nobu Kiyotaki, Princeton | |
| 10:30-11:15 | Financial Cycles with Heterogeneous Intermediaries Helene Rey, LBS (with Nuno Coimbra) Discussant: Tano Santos, Columbia |
| 11:15-12:00 | Dollar Safety and the Global Financial Cycle Arvind Krishnamurthy, Stanford (with Zhengyang Jiang and Hanno Lustig) Discussant: Rohan Kekre, Chicago |
| 12:00-1:30 | Lunch |
| Leverage in Financial Markets - Chair: Pete Kyle, Maryland | |
| 1:30-2:15 | Intermediary Balance Sheets and the Treasury Yield Curve Wenxin Du, Columbia (with Benjamin Hebert and Wenhao Li) Discussant: Alexi Savov, NYU |
| 2:15-3:00 | Safe Assets, Collateralized Lending and Monetary Policy Moritz Lenel, Princeton Discussant: Zhiguo He, Chicago |
| 3:00-3:30 | Break |
| Panel Discussion on Leverage and Financial Stability | |
| 3:30-4:45 | Moderator: Itay Goldstein, Wharton. Panelists: Tobias Adrian, IMF; Doug Diamond, Chicago; Phil Dybvig, Wash U; Amit Seru, Stanford |
| 4:45-5:00 | Break |
| 5:00-6:00 | FARFE Annual Members Meeting |
| 6:00-7:30 | Reception |
| 7:30-10:30 | Dinner and Drinks |
Organizers: Adriano Rampini and Dimitri Vayanos, with Ana Fostel, John Geanakoplos, Isil Erel, Leonid Kogan, Nick Roussanov, Chester Spatt, and Stavros Panageas
Past FARFE Conferences
Founding Conference information and video clips