7th Conference on Fixed Income Markets

Conference dates

17 Oct 2019 - 18 Oct 2019

Location

San Francisco

Description

The Bank of Canada and the Federal Reserve Bank of San Francisco are hosting a conference on Advances in Fixed Income Macro-Finance Research, to be held in San Francisco on October 17-18, 2019. The conference is an opportunity for researchers and policy advisors to discuss new research focusing on bond and money markets and its implications for monetary policy.

We are soliciting papers related to fixed income markets and macro-financial research, with a preference for work that has implications for monetary policy, financial stability, or financial regulation. Topics of interest include: the channels of conventional and unconventional monetary policies; international linkages and spillovers; the equilibrium real interest rate; the macroeconomic determinants of interest rates; asset management and bond portfolio choice; financial intermediation and regulation; bond market structure and micro-structure; fixed income models and risk premia (duration; inflation; liquidity; default).

Please send a draft of your paper or a detailed abstract in electronic form to conference.fmd@bankofcanada.ca by May 12, 2019. The organizers will cover reasonable travel expenses for presenters. Electronic copies of the conference papers will be made available online.

Program Committee
Antonio Diez de los Rios, Bank of Canada
Jean-Sebastien Fontaine, Bank of Canada
Michael Bauer, Federal Reserve Bank of San Francisco
Jens Christensen, Federal Reserve Bank of San Francisco