NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Asset Pricing Program Meeting

Authors Please upload your paper and slides here. Discussants Please upload your slides here.

Stefano Giglio and Tarek Alexander Hassan, Organizers

November 8, 2019

Koret-Taube Conference Center
SIEPR-Gunn Building
366 Galvez Street
Stanford, CA 94305

Conference Code of Conduct

Friday, November 8
Presentations, 25 min.; Discussants, 20 min.; General discussion, 15 min.
8:00 am
Continental Breakfast
8:30 am
Wenxin Du, University of Chicago and NBER
Benjamin M. Hébert, Stanford University and NBER
Amy Wang Huber, Stanford University
Are Intermediary Constraints Priced? (slides)
Discussant: Stavros Panageas, University of California at Los Angeles and NBER
9:30 am
Break
9:45 am
Panel: "The Future of Asset Pricing"
Chair: Darrell Duffie
1. Models of beliefs: Stefan Nagel (slides) and Monika Piazzesi (slides)
2. International finance: Emmanuel Farhi (slides) and Hanno Lustig (slides)
10:45 am
            15-minute Break
3. Intermediary asset pricing: Arvind Krishnamurthy (slides) and Ralph Koijen (slides)
4. Macro and monetary policy: Sydney Ludvigson (slides) and Markus Brunnermeier (slides)
12:00 pm
Lunch
1:15 pm
Martin Lettau, University of California at Berkeley and NBER
Sydney C. Ludvigson, New York University and NBER
Paulo Martins Manoel, University of California at Berkeley
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? (slides)
Discussant: Kent D. Daniel, Columbia University and NBER
2:15 pm
Break
2:30 pm
Juan Morelli, New York University
Pablo Ottonello, University of Michigan and NBER
Diego Perez, New York University
Global Banks and Systemic Debt Crises
Discussant: Hanno Lustig, Stanford University and NBER
3:30 pm
Break
3:45 pm
Matthew Smith, Department of Treasury
Owen M. Zidar, Princeton University and NBER
Eric Zwick, University of Chicago and NBER
Top Wealth in the United States: New Estimates and Implications for Taxing the Rich
Discussant: John H. Cochrane, Stanford University and NBER
4:45 pm
Adjourn
6:00 pm
Dinner
SchwabDining Hall-Vidalakis Mid
680 Serra Street
Stanford, CA
 
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