This webinar will talk about the potential penalties of rising inflation for standard and unconventional financial coverage.
Tri Vi Dang and his long-term tutorial coauthors Gary Gorton (Yale) and Nobel Laureate Bengt Holmstrom (MIT) have proposed the brand new and influential Data Sensitivity Principle of Debt and Monetary Crises. On this webinar Tri Vi will use the Data Sensitivity Principle to debate the potential penalties of rising inflation for standard and unconventional financial coverage and the way a coverage change might have an effect on the functioning of short-term debt funding markets and its potential spillovers to credit score markets, inventory markets and the actual financial system.
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