SGF Conference 2024,
2024 Annual Meeting of the Swiss Society for Financial Market Research

April 5, 2024

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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session Overview

Session

A3: Empirical Asset Pricing I

Time:

Friday, 05/Apr/2024:

2:00pm - 3:45pm

Session Chair: Julian Terstegge, Copenhagen Business School

Location: Room "Auditorium"

Presentations

Fed Transparency and Policy Expectations Errors: A Text Analysis Approach

Eric Fischer, Rebecca McCaughrin, Saketh Prazad, Mark Vandergon

Federal Reserve Bank of New York

Discussant: Sonya Zhu (Bank for International Settlements)

Financial Intermediaries and Demand for Duration

Marco Zanotti¹, Alberto Plazzi¹, Andrea Tamoni²

¹Swiss Finance Institute, USI Lugano; ²Rutgers Business School

Discussant: Ion Lucas Saru (VU Amsterdam)

Money Market Funds and the Pricing of Near-Money Assets

Egemen Eren¹, Sebastian Doerr¹, Semyon Malamud²

¹BIS (Bank for International Settlements); ²Ecole Polytechnique Fédérale de Lausanne

Discussant: Julian Terstegge (Copenhagen Business School)

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