Organizers:

Julie K. Smith, Lafayette College

Session Chairs:

Pierangelo De Pace, Pomona College

Papers:

"How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads?"
Pierangelo De Pace, Pomona College
Silvio Contessi, Federal Reserve Bank of St. Louis
Massimo Guidolin, Bocconi University

"Aggregate Shocks and the Two Sides of Credit Reallocation"
Silvio Contessi, Federal Reserve Bank of St. Louis
Riccardo DiCecio, Federal Reserve Bank of St. Louis
Johanna Francis, Fordham University

"Consumption Risk Sharing: An Empirical Assessment of the Role of Productivity Shock Correlations"
Ergys Islamaj, Vassar College (Contact Author)

"Changing Characteristics of Equity Holders over the Business Cycle"
Giandomenico Sarolli, Drew University
Miao Chi, Drew University

Discussants:

Olena Mykhaylova, University of Richmond
Caleb Stroup, Grinnell College
Giandomenico Sarolli, Drew University
Silvio Contessi, Federal Reserve Bank of St. Louis

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