Macro-Finance Reading Group
I am organizing a weekly macro-finance reading group at USC starting from 2020, a combination of virtual and in-person lectures. Here is the link to previous lectures. We have a Google group macro-finance-workshop-usc@googlegroups.com that regularly sends out notification emails. Membership open to the whole research community.
Conference Discussions
Lecture Slides
I am organizing a weekly macro-finance reading group at USC starting from 2020, a combination of virtual and in-person lectures. Here is the link to previous lectures. We have a Google group macro-finance-workshop-usc@googlegroups.com that regularly sends out notification emails. Membership open to the whole research community.
Conference Discussions
- Discussion slides for "Intermediary Elasticity and Limited Risk-Bearing Capacity", by Yu An and Amy Huber, at FIFI 2024 conference.
- Discussions slides for "Intermediary Frictions and the Corporate Credit Cycle: Evidence From CLOs", by Quirin Fleckenstein, at WFA 2024.
- Discussion Slides for "Voters, Bailouts, and the Size of the Firm", by Linda M. Schilling, at FIRS 2024.
- Discussion slides for "Financial Intermedaries and the Macroeconomy: Evidence from a High-Frequency Identification", by Pablo Ottonello and Wenting Song, at CICF 2023.
- Discussion slides for "Stop Believing in Reserves", by Sriya Anbil et al., at SFS Cavalcade 2023.
- Discussion slides for "Risk-Free Rates and Convenience Yields Around the World", by William Diamond and Peter Van Tassel, at SFS Cavalcade 2023.
- Discussion slides for "Fiscal Inflation and the Post-Covid Housing Boom", by William Diamond, Tim Landvoigt, and German Sanchez Sanchez, at UBC Winter Finance Conference 2023.
- Discussion slides for "Macro-Finance Model with Sentiment" by Peter Maxted, at AFA 2023
- Discussion slides for "Measuring the Velocity of Money" by Mattsson, Luedtke, and Takes, at AEA 2023.
- Discussion slides for "Fragility of Safe Asset Markets" by Thomas Eisenbach and Gregory Phelan, at John Hopkins Carey Finance Conference 2022.
- Discussion slides for "Intermediary-Based Equity Term Structure" by Kai Li and Chenjie Xu, at CICF 2022.
- Discussion slides for "Granular Investors and International Bond Prices" by Faia, Salomao and Veghazy 2022, at UNC Junior Roundtable 2022.
- Discussion slides for "Making Money" by Gary Gorton, Chase Ross, and Sharon Ross 2022, at MFA 2022
- Discussion slides for "Do non-banks need access to the lender of last resort? Evidence from fund runs" by Johannes Breckenfelder, Niklas Grimm, and Marie Hoerova, at Paris December Meeting 2021.
- Discussion slides for "Monetary Policy Transmission in Segmented Markets", by Jens Eisenschmidt, Yiming Ma, and Anthony Lee Zhang, at Swedish House of Finance 2021 Conference "Money Markets in a New Era of Central Bank Policies".
- Discussion slides for "Treasury Debt and the Pricing of Short-Term Assets" by Quentin Vandeweyer, at Oxford Said Macro-finance Conference 2021.
- Discussion slides for "The Risks of Safe Assets" by Yang Liu, Lukas Schmid, and Amir Yaron, at EFA 2020
- Discussion slides for "Benchmark Interest Rates when the Government is Risky" by Patrick Augustin, Mikhail Chernov, Lukas Schmid, and Dongho Song, at WFA 2020
- Discussion slides for "Heterogeneous Intermediary Asset Pricing" by Mahyar Kargar, at AFA 2020.
Lecture Slides
- Summary of techniques (for PhDs) that I have collected on macro finance.
- My lecture slides, Risks of Shadow Banking in China, for the MBA class "FINANCE 377: China's Financial System" by Prof. Darrell Duffie.
- Introduction to PhD students on Continuous-time Methods in Macroeconomics and Finance
- A brief Literature Review of Macroeconmics and Capital Structure.