SNB-CEPR Conference: Foreign Currency Related Risk Taking by Financial Institutions, Firms and Households, 22-23 September 2008

Conference organisation

SNB speeches

Papers

Dániel Holló: Assessing household credit risk: evidence from a household survey

Martin Brown: Foreign Currency Borrowing by Small Firms

Anastasia Guscina: Impact of Macroeconomic, Political, and Institutional Factors on the Structure of Government Debt in the Emerging Market Countries

Carlos Montoro: An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach

Adrien Verdelhan: Common Risk Factors in Currency Markets

Discussion by Olivier Jeanne

Herman Kamil: How Do Exchange Rate Regimes Affect Firms' Incentives to Hedge Exchange Rate Risk

Jean Helwege: Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions

Amrit Judge: Are the Debt Capacity Effects of Foreign Currency Hedging Real or Illusory?

Romain Rancière: A Long Run Perspective on Currency Mismatch, Crises and Growth

Anton Korinek: Regulating Capital Flows to Emerging Markets: An Externality View

Presentation

Background material

Conference venue

Zurich

Programme committee

  • Andreas Fischer (Swiss National Bank and CEPR)
  • Liugi Guiso (European University Institute and CEPR)
  • Olivier Jeanne (International Monetary Fund and CEPR)
  • Steven Ongena (CentER - Tilburg University and CEPR)

Local organiser

Simon Wehrmüller (SNB)

CEPR conference manager

Nadine Clarke

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