Organized by Hanno Lustig, Lee Ohanian and Pierre-Olivier Weill

Friday, October 5, 2007

8:15 - 9:00: Continental Breakfast
9:00 - 10:15: Greg Duffee (UC Berkeley)
"Are Variations in Term Premia Related to the Macroeconomy?"
Discussant: Chris Jones (USC)
10:30 - 11:45: Martin Lettau (NYU Stern)
"The Term Structure of Equity and Interest Rates"
(with Jessica Wachter)
Discussant: Nick Roussanov (Wharton)
12:00 - 1:30: Lunch at the Fowler Museum
1:30 - 2:45: Francis Longstaff (UCLA)
"How Sovereign is Sovereign Debt Risk?"
(with Jun Pan, Lasse Pedersen and Ken Singleton)
Discussant: Andy Atkeson (UCLA)
2:45 - 4:00: Francisco Palomino (Michigan)
"The Economic Content of Interest Rate, Monetary Policy and Time-Varying Risk Premia"
Discussant: Adrien Verdelhan (BU)
4:00 - 5:45: Stijn Van Nieuwerburgh (NYU Stern)
"Mortgage Timing"
(with Ralph Koijen and Otto Van Hemert)
Discussant: Hui Chen (MIT)

Saturday, October 6, 2007

8:00 - 8:30: Continental Breakfast
8:30 - 9:45: Monika Piazzesi (Chicago)
"Bond Supply, Expectations and the Yield Curve"
(with Martin Schneider)
Discussant: Dimitri Vayanos (LSE)
9:45 - 10:30: Annette Vissing Jorgensen (Northwestern)
"The Demand for Treasury Debt"
(with Arvind Krishnamurthy)
Discussant: Pierre Olivier Weill (UCLA)
11:15 - 12:30: Dimitri Vayanos (LSE)
"Preferred Habitat and the Optimal Maturity Structure of Government Debt"
(with Stephane Guibaud and Yves Nosbusch)
Discussant: Roger Farmer (UCLA)