Systemic Risk Centre Event
Co-organised with the Bank of Canada
Date: Friday 27th November 2020
Time: 4.00-7.00pm GMT
Speakers: Andrew Greenland (Elon University), Daniel Greenwald (MIT), Gordon Liao (FRB), Andreas Uthemann (Bank of Canada & SRC/LSE)
Organisers: Mattia Bevilacqua (SRC/LSE), Lukas Brandl-Cheng (SRC/LSE), Lerby Ergun (Bank of Canada & SRC/LSE), Andreas Uthemann (Bank of Canada & SRC/LSE)
Covid-19 prompted unprecedented economic and financial market government interventions. Because it was unprecedented, policy initiatives were by and large untested and could not be evaluated in light of previous events. Due to the heterogeneity of the policy responses, with different jurisdictions reacting in very different ways and the impact reaching a significant level, researchers have been able to shed light on how the financial markets, in particular, reacted to the policy initiatives: what worked, what didn't work and what should have been done.
#LSECovidSRC
Programme
Opening remarks
Jean-Pierre Zigrand (SRC Director)
Session 1
Andrew Greenland (Elon University)
Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time
Chaired by Mattia Bevilacqua
Session 2
Daniel Greenwald (MIT)
What Explains the COVID-19 Stock Market?
Chaired by Lerby Ergun
Session 3
Andreas Uthemann (Bank of Canada & SRC/LSE)
Covid-19 and Long Term Market Risk
Chaired by Mattia Bevilacqua
Session 4
Gordon Liao (FRB)
The Hedging Channel of Exchange Rate Determination
Chaired by Lerby Ergun
Discussion and networking
Closing remarks
Jon Danielsson (SRC Director)