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