Photo by iMatt @imattsmart Unsplash

Systemic Risk Centre Event
Co-organised with the Bank of Canada


Date: Friday 27th November 2020
Time: 4.00-7.00pm GMT
SpeakersAndrew 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

4.00 - 4.05pm

Opening remarks
Jean-Pierre Zigrand (SRC Director)

4.05 - 4.45pm

Session 1
Andrew Greenland
(Elon University)

Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time

Chaired by Mattia Bevilacqua

4.45 - 5.25 pm

Session 2
Daniel Greenwald (MIT)
What Explains the COVID-19 Stock Market?

Chaired by Lerby Ergun

5.25 - 6.05pm

Session 3
Andreas Uthemann (Bank of Canada & SRC/LSE)
Covid-19 and Long Term Market Risk

Chaired by Mattia Bevilacqua

6.05 - 6.45pm

Session 4
Gordon Liao (FRB)
The Hedging Channel of Exchange Rate Determination

Chaired by Lerby Ergun

6.45 - 7.00pm

Discussion and networking

7.00pm

Closing remarks
Jon Danielsson (SRC Director)