| Home > News and Events > Events |
 |
|
Agenda
|
|
|
Inflation-Indexed Securities and Inflation Risk Management
|
|
| February 10, 2009 |
|
Agenda
|
|
| Tuesday, February 10 | |
| 8:00 a.m. | Breakfast and Registration 12th Floor Conference Center |
| 9:00 a.m. | The Case for TIPS William Dudley, Federal Reserve Bank of New York Speech >> |
| 9:20 a.m. | Session 1: TIPS Liquidity and Announcement Effects Chair: Brian Sack, Macroeconomic Advisers The Microstructure of the TIPS Market  Michael Fleming, Federal Reserve Bank of New York Neel Krishnan, Option Arbitrage Fund Presentation >> Discussant: Dariush Mirfendereski, UBS Investment Bank Presentation >> |
| 10:10 a.m. | The High-Frequency Impact of News on Long-Term Yields and Forward Rates: Is It Real? Meredith Beechey, Board of Governors of the Federal Reserve System Jonathan Wright, Johns Hopkins University Presentation >> Discussant: Thomas Philippon, New York University Presentation >> |
| 11:00 a.m. | Coffee Break |
| 11:30 a.m. | Session 2: Panel Discussion on the Welfare Implications of Inflation-Protected Securities Chair: Tobias Adrian, Federal Reserve Bank of New York John Y. Campbell, Harvard University Joseph Davis, Vanguard James Clouse, Federal Reserve Board Peter Fisher, BlackRock Mihir Worah, PIMCO |
| 1:00 p.m. | Lunch Liberty Room |
| 2:30 p.m. | Session 3: The Inflation Risk Premium |
| 3:20 p.m. | Inflation Risk Premia in the U.S. and the Euro Area Peter Hördahl, Bank for International Settlements Oreste Tristani, European Central Bank Presentation >> Discussant: Marc Giannoni, Columbia University Presentation >> |
| 4:10 p.m. | Session 4: Inflation Risk Management Chair: Michael Pond, Barclays Capital Inflation-Hedging Properties of Real Assets and Implications for Asset-Liability Management Decisions Noel Amenc, EDHEC Business School Lionel Martellini, EDHEC Business School Volker Ziemann, EDHEC Business School Presentation >> Discussant: Jessica Wachter, University of Pennsylvania, Wharton Presentation >> |
| 5:00 p.m. | Reception Liberty Room, 1st Floor |
| 6:00 p.m. | Adjourn |
