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NATIONAL
BUREAU OF ECONOMIC RESEARCH, INC. |
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ASSET
PRICING PROGRAM MEETING |
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Leonid Kogan
and Jiang Wang, Organizers |
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NBER
Offices, |
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PROGRAM |
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Dinner |
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Zibibbo
Restaurant |
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Continental
Breakfast- NBER West |
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DARRELL
DUFFIE, |
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BRUNO
STRULOVICI, Northwestern University |
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Discussant:
AVANIDHAR SUBRAMANYAM, UC, |
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KRISTA
SCHWARZ, |
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Mind the
Gap: Disentangling Credit and Liquidity in Risk Spreads |
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Discussant:
FRANCIS LONGSTAFF, UC, |
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Break |
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VIRAL
ACHARYA, |
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DOUGLAS GALE, |
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TANJU
YORULMAZER, Federal Reserve Bank of |
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Discussant:
WEI XIONG, |
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Lunch-
NBER West |
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GERARD
HOBERG, |
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IVO WELCH,
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Discussant: WAYNE FERSON, |
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IGOR
MAKAROV and GUILLAUME PLANTIN, |
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Discussant: TOMASZ PISKORSKI, |
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Break |
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STEFAN
NAGEL and KENNETH SINGLETON, |
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Estimation
and Evaluation of Conditional Asset Pricing Models |
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Discussant: |
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Adjourn |
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