Dear colleagues,
My apologies if you've seen an earlier version of the Call for Papers
from us.
Please see below (or the attached PDF) for details.
Thank you,
Lu
_____________
Lu Zhang
Associate Professor of Finance
Stephen M. Ross School of Business
University of Michigan
701 Tappan Street, ER 7605 Bus Ad
Ann Arbor MI 48109-1234
Tel: 734-615-4854
Email: zhanglu_at_bus.umich.edu
http://webuser.bus.umich.edu/zhanglu/
ANNOUNCEMENT AND CALL FOR PAPERS
15TH MITSUI LIFE SYMPOSIUM ON GLOBAL FINANCIAL MARKETS
"Credit Risk: Implications for the Macro Economy and Financial Markets"
at the
Stephen M. Ross School of Business,
University of Michigan
Ann Arbor, MI
May 29-31, 2008
We invite paper submissions on issues pertaining to the implications of
credit risk for financial markets and the macro economy. Possible topics
of empirical and theoretical studies include but are not limited to:
- The impact of credit risk on the cross section of asset
returns and the aggregate stock market
- The role of monetary policy in credit risk
- Effects of credit derivatives on systemic risk
- Valuation, measurement, and management of credit risks
- Transmission of credit or liquidity crises across markets
- The microeconomic foundation of correlated credit shocks
Douglas T. Breeden, William T. Priest Professor of Finance at Duke
University's Fuqua School of Business, will present a keynote speech on
Friday, May 30. Dr. Breeden recently served as dean of the Fuqua School,
and taught at the University of Chicago, Stanford, Duke, and North
Carolina. He is the chairman emeritus and cofounder of Smith Breeden
Associates, a money management firm, chairman and principal owner of
Community First Financial Group, a multi-bank holding company, and Old
Capital Golf Course.
Active audience participation has been the norm at past symposiums and
is encouraged again this year. In addition, each paper will be assigned
to a discussant. Participation is by invitation only to offer
opportunities for considerable interaction among the participants.
Therefore all invited participants are expected to stay during the
entire conference, which begins with a reception on Thursday evening,
May 29 and ends with lunch, Saturday, May 31, 2008.
We will award again this year a prize for Best Paper, determined by an
anonymous vote at the end of the conference. The award will be announced
during the closing lunch on Saturday.
PAPER SUBMISSIONS: Authors are invited to electronically submit papers
(MS Word or PDF format) by January 31, 2008. Each paper should contain
an abstract and provide the author(s) full affiliation(s) and contact
information. Authors of accepted papers will be notified by March 15,
2008. Travel and accommodations will be paid for speakers and
discussants.
To submit visit: http://www.bus.umich.edu/Mitsui/symposium.html.
Questions can be addressed to: buchanan_at_umich.edu
CONFERENCE ORGANIZING COMMITTEE: E. Han Kim (Chair), Erica Li, Haitao
Li, Francisco Palomino, Tyler Shumway, and Lu Zhang
Received on Thu Jan 17 2008 - 17:33:08 EST
