Asset Pricing and Government Assets

EEA
Presenter(s) Type Length Chair
Anne Lundgaard Hansen Jorge Wolfgang Hansen Jay Kahn Seth Richards-Shubik Contributed 24/08 07:00 UTC
90
mins
Anne Lundgaard Hansen

Papers

(Listed in order of presenters above)

Yield Curve Volatility and Macroeconomic Risk

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Immunization with term structure dynamics

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Hedge funds and the Treasury cash-futures disconnect

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Contagion in the European Sovereign Debt Crisis: A structural network analysis

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