SaMMF Workshop:
Liquidity in Fixed Income Markets
August 28, 2020
We invite you to a workshop on fixed-income market liquidty, co-organized with Mahyar Kargar, Ben Lester and Pierre-Olivier Weill, exploring what we learned from fixed-income market movements during the Covid-19 pandemic.
The workshop consists of 6 talks. Each talk will have 20 minutes for the speaker to present and 10 minutes of Q&A. The format will be the same as our seminars and you can find its description here.
Program
12:00-12:30 pm EST
- Zhiguo He (Chicago Booth) presenting “Treasury Inconvenience Yields during the COVID-19 Crisis” with Stefan Nagel and Zhaogang Song [Slides]
12:30-1:00 pm EST
- Darrell Duffie (Stanford) presenting “Still the World’s Safe Haven? Redesigning the U.S. Treasury Market After the COVID19 Crisis” [Slides]
1:00-1:10 pm EST – Coffee Break
1:10-1:40 pm EST
- Mahyar Kargar (U of Illinois at Urbana-Champaign) presenting “Corporate Bond Liquidity During the COVID-19 Crisis” with Benjamin Lester, David Lindsay, Shuo Liu, Pierre-Olivier Weill, Diego Zuniga [Slides]
1:40-2:10 pm EST
- Maureen O’Hara (Cornell) presenting “Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis” with Xing (Alex) Zhou [Slides]
2:10-2:20 pm EST – Coffee Break
2:20-2:50 pm EST
- Nina Boyarchenko (NY Fed) presenting “It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities” with Anna Kovner and Or Shachar [Slides]
2:50-3:20 pm EST
- Tyler Muir (UCLA) presenting “When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response” with Valentin Haddad and Alan Moreira [Slides]