Design of Contingent Capital with a Stock Price Trigger for Mandatory Conversion Presenter: Zhenyu Wang, Federal Reserve Bank of New York |
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Systemic Risk Monitoring - A 10-by-10-by-10 Approach Presenter: Darrell Duffie, Graduate School of Business, Stanford University |
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Corporate Bond Liquidity Before and After the Onset
of the Subprime Crisis Presenter: David Lando, Copenhagen Business School Discussant: Jeffrey R Bohn, Soliton Financial Analytics |
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Noise as Information for Illiquidity Presenters: Xing Hu, Jun Pan and Jiang Wang Discussant: Dimitri Vayanos, London School of Economics |
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