Workshop: Liquidity in Fixed-Income Markets

SaMMF Workshop on Liquidity in Fixed Income Markets on August 28, 2020, co-organized with Mahyar Kargar, Benjamin Lester, and Pierre-Olivier Weill.

Program:

1:17 Pierre-Olivier Weill with an introduction

3:00 Zhiguo He (Chicago Booth) presents "Treasury Inconvenience Yields during the COVID-19 Crisis" joint with Stefan Nagel and Zhaogang Song

33:35 Darrell Duffie (Stanford) presents "Still the World's Safe Haven? Redesigning the U.S. Treasury Market After the COVID-19 Crisis"

1:10:42 Mahyar Kargar (Illinois) presents "Corporate Bond Liquidity During the COVID-19 Crisis" joint with Benjamin Lester, David Lindsay, Shuo Liu, Pierre-Olivier Weill, and David Zuniga

1:41:50 Maureen O'Hara (Cornell) presents "Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis" joint with Xing (Alex) Zhou

2:20:20 Nina Boyarchenko (NY Fed) presents "It's What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities" join with Anna Kovner and Or Shachar

2:51:50 Tyler Muir (UCLA) presents "When Selling Pressure Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed's Response" joint with Valentin Haddad and Alan Moreira