NATIONAL BUREAU OF ECONOMIC
RESEARCH, INC. |
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SUMMER INSTITUTE 2006 |
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Risks of Financial Institutions
Group Meeting |
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Mark Carey and René Stulz,
Organizers |
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Royal Sonesta Hotel |
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July 13, 2006 |
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PROGRAM |
THURSDAY JULY 13 |
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8:00 am |
Coffee and Pastries |
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8:30 am |
DARRELL DUFFIE, |
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ANDREAS ECKNER, GUILLAUME HOREL and LEANDO SAITA, |
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Discussant: TIL SCHUERMANN,
Federal Reserve Bank of |
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9:30 am |
Break |
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9:45 am |
GARY GORTON, |
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PING HE, |
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LIXIN HUANG, |
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Discussant: |
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10:45 am |
Break |
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11:00 am |
FRANCIS LONGSTAFF, UC, |
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ARVIND RAJAN, Citigroup |
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An Empirical Analysis
of the Pricing of Collateralized Debt Obligations |
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Discussant: PIERRE COLLIN-DUFRESNE, UC, Berkeley and NBER |
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12:00 n |
Lunch |
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Note: Asset Pricing
Workshop follows |
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5/17/06 |
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