Financial Markets and Real Activity Paris, France 20-21th November 2008

Conference papers

The Directorate of Monetary and Financial Studies of the Banque de France, the Research Center in Economics and Statistics (CREST), the Group of Scientific Interest (GIS) and the Association for the Development of Research in Economy and Statistics (ADRES) are organizing a Conference on "Financial Markets and Real Activity" on November 20 and 21, 2008, in Paris.

The conference will be devoted to recent advances in the following topics:

• Interest rates and real activity, with a special focus on macro-finance term structure models
• Derivatives for hedging real risks
• Real estate risks, Household risks
• Longevity risks, Long-run risks

The aim is to bring together leading experts and high level international researchers, practitioners as well as central bankers interested in these research areas. Professors Frederic Mishkin (Columbia Business School) and Glenn Rudebusch (Federal Reserve Bank of San Francisco) will present invited lectures, and some other speakers are David Backus (Stern Business School, NYU), Gregory Duffee (Haas School of Business, University of California - Berkeley), Arturo Estrella (Rensselaer Polytechnic Institute), Alain Monfort (Banque de France, CNAM and CREST), Laurent Calvet (HEC, Paris), René Garcia (EDHEC Business School) and Carlo Favero (Bocconi University).

Programme

Organisers :

Sanvi Avouyi-Dovi (Banque de France)
Laurent Calvet (HEC, Paris)
Christian Gourieroux (CREST and University of Toronto)
Caroline Jardet (Banque de France)
Alain Monfort (Banque de France, CNAM and CREST)
Fulvio Pegoraro (Banque de France and CREST)