06 Feb 2018

Second Project Workshop "Quantitative Easing and Financial (In)Stability"

Project team meets in Tokyo

The second workshop of the project "Quantitative Easing and Financial (In)Stability" funded by Volkswagen Foundation took place on 30 and 31 January 2018. The teams presented and discussed their recent work at Waseda University Business School in Tokyo, Japan.

 

Agenda

Selected presentations: 

 

L. Pelizzon: The impact of unconventional monetarypolicies on European financial markets

 

J. Uno: Spotlight and Scarcity Effects on Term Structure: Quantitative Easing in Japan

 

D. Pierret: Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis

 

M. Bluhm: Managing Duration Gaps: The Role of Interbank Markets


L. Niu: Changing systemic risks in Chinese bond market and risk premia in Treasury yields