(15 juin) Conférence inaugurale de la chaire SCOR-PSE
Inaugural conference SCOR-PSE Chair on “Macroeconomic Risk”
15 June 2018, from 9 am to 7 pm
Paris School of Economics, Amphitheatre
48 boulevard Jourdan - 75014 Paris
- Registration (compulsory) : https://docs.google.com/forms/d/e/1FAIpQLSdzIXCb8HpLbeSnGo4XwnmuzLG9rl-a9ft4CB2-vcoD5cf-3g/viewform
- To download the programme in pdf version, follow this link
09.00 - Registration
09.30 - Opening speeches
10.00 - Scott Baker (Northwestern, Kellog). “Does Uncertainty Reduce Growth ? Using Disasters as Natural Experiments” (co-authors : Nick Bloom and Stephen J. Terry)
Discussant : Axelle Ferrière (EUI)
11.15 - Cosmin Ilut (Duke). “Learning, Confidence, and Business Cycles” (co-author : Hikaru Saijo)
Discussant : Christoph Grosse-Stephen (Banque de France)
12.30 - Lunch
14.00 - Andrea Vedolin (Boston University). “Interest Rate Risk Management in Uncertain Times” (co-authors : Lorenzo Bretscher & Lukas Schmid)
Discussant : Nuno Coimbra (PSE)
15.15 - Julian Kozlowski (NYU). “The tail thats keeps the riskless rate low” (co-authors : Venky Venkateswaran and Laura Veldkamp)
Discussant : Philippe Andrade (Banque de France)
16.30 - Coffee break
17.00 - Keynote Lecture Xavier Gabaix (Harvard). “Disaster Risk in Macroeconomics and Finance”. Papers in pdf : Rare Disasters and Exchange Rates - Variable Rare Disasters : An Exactly Solved Framework for Ten Puzzles in Macro-Finance - Disasterization : A Simple Way to Fix the Asset Pricing Properties of Macroeconomic Models
18.00 - Panel “Are we at risk of a new financial crisis ?” with Olivier Garnier (General Director, Economics and International, Banque de France), Gilles Saint-Paul (PSE-ENS) and François de Varenne (CEO, SCOR Global Investment).
Moderator : Nicolas Dromel (PSE)
19.00 - Cocktail
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Organization
- Nicolas Dromel (PSE)
- Gilles Saint-Paul (PSE-ENS)
Administrative support
- Anaelle Six (PSE)
- Claire Saint-Léger (PSE)