1:00 pm
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The Carry Trade: Risks and Drawdowns
Kent D. Daniel, Columbia University and NBER
Robert J. Hodrick, Columbia University and NBER
Zhongjin Lu, University of Georgia
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1:55 pm
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The International CAPM Redux
Francesca Brusa, Temple University
Tarun Ramadorai, Imperial College London
Adrien Verdelhan, Massachusetts Institute of Technology and NBER
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1:55 pm
|
Currency Risk Factors in a Recursive Multi-Country Economy.
Riccardo Colacito, University of North Carolina at Chapel Hill and NBER
Mariano Max. Croce, Bocconi University
Federico Gavazzoni, Norwegian Business School
Robert C. Ready, University of Rochester
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3:10 pm
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Impediments to Financial Trade: Theory and Measurement
Nicolae B. Garleanu, Washington University in St Louis and NBER
Stavros Panageas, University of California, Los Angeles and NBER
Jianfeng Yu, Tsinghua University
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4:05 pm
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Capital Controls and International Financial Stability
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