| Programme | |
| 12.30-13.00 | Registration and Welcome |
| 13.00-13.40 | Siem-Jan Koopman (Free University Amsterdam) - The Latent Factor Yield Model with Time-Varying Loadings and Volatility |
| 13.40-14.20 | Francesco Ravazzolo (Norges Bank) - Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information |
| 14.20-15.00 | Kees Bouwman (Econometric Institute) – Modeling the US Term Structure with Risky Assets as Factors |
| 15.00-15.20 | Coffee and Tea |
| 15.20-16.00 | Gerben de Zwart (RSM Erasmus University and Robeco Asset Management) – The Cross-Section of Corporate Bond Returns |
| 16.00-17.00 | Torben G. Andersen (Kellogg School of Management, Northwestern University) - Do Bonds Span Volatility Risk in the U.S. Treasury Mark Specification test for Affine Term Structure Models |
17.00 | Drinks |
