NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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SI 2019 International Asset Pricing

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

Karen K. Lewis and Adrien Verdelhan, Organizers

July 9, 2019

Parkview Room

Royal Sonesta Hotel
40 Edwin H. Land Blvd.
Cambridge, MA

Conference Code of Conduct

Tuesday, July 9
8:30 am
Coffee and Pastries
Financial Frictions
9:10 am
Wenxin Du, University of Chicago and NBER
Benjamin M. Hébert, Stanford University and NBER
Amy Wang Huber, Stanford University
Are Intermediary Constraints Priced?
Discussant: S. Vish Viswanathan, Duke University and NBER
10:00 am
Break
10:10 am
Ralph S. J. Koijen, University of Chicago and NBER
Robert J. Richmond, New York University
Motohiro Yogo, Princeton University and NBER
Understanding the Cross-section of Global Equity Valuations and Expected Returns
Discussant: Christopher Conlon, New York University
11:00 am
Break
11:10 am
Yan Bai, University of Rochester and NBER
Patrick J. Kehoe, Stanford University and NBER
Fabrizio Perri, Federal Reserve Bank of Minneapolis
World Financial Cycles
Discussant: Fabrice Tourre, Copenhagen Business School
12:00 noon
Lunch
Exchange Rate Disconnect
1:00 pm
Nelson Camanho, Queen Mary University of London
Harald Hau, University of Geneva
Hélène Rey, London Business School and NBER
Global Portfolio Rebalancing and Exchange Rates
Discussant: Katharina Bergant, Trinity College Dublin
1:50 pm
Break
2:00 pm
Oleg Itskhoki, Princeton University and NBER
Dmitry Mukhin, University of Wisconsin-Madison
Mussa Puzzle Redux
Discussant: Stephanie Schmitt-Grohé, Columbia University and NBER
2:50 pm
Break
3:00 pm
Mikhail Chernov, University of California at Los Angeles and NBER
Drew D. Creal, University of Notre Dame
The PPP View of Multihorizon Currency Risk Premiums
Discussant: Magnus Dahlquist, Stockholm School of Economics
3:50 pm
Break
4:00 pm
Martin Evans, Georgetown University
FX Trading and the Exchange Rate Disconnect Puzzle
Discussant: Vincent Bogousslavsky, Boston College
4:50 pm
Adjourn
Format: 20 min presentation/15 min discussion/15 min audience
 
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