SI 2017 International Asset Pricing
Organized by Karen K. Lewis and Adrien Verdelhan
July 11, 2017
Royal Sonesta Hotel

Tuesday, July 11

8:00 am

Coffee and Pastries

Morning joint with International Finance and Macroeconomics in Charles Suite

Capital Flows and Exchange Rates

8:30 am

Gravity in FX R2: Understanding the Factor Structure in Exchange Rates

Hanno Lustig, Stanford University and NBER
Robert J. Richmond, New York University and NBER

Discussant:
Tarek Alexander Hassan, Boston University and NBER

9:30 am

Break

9:45 am

International Monetary Theory: Mundell-Fleming Redux

Markus K. Brunnermeier, Princeton University and NBER
Yuliy Sannikov, Stanford University

Discussant:
Bernard Dumas, INSEAD and NBER

10:45 am

Break

11:00 am

Unpacking Global Capital Flows: A Micro-Data Approach to Macro Facts

Matteo Maggiori, Stanford University and NBER
Brent Neiman, University of Chicago and NBER
Jesse Schreger, Columbia University and NBER

Discussant:
Gian Maria Milesi Ferretti, The Brookings Institution

12:00 noon

Lunch - Ballroom B, West Tower

1:00 pm

Exorbitant Privilege and Exorbitant Duty

Hélène Rey, London Business School and NBER
Pierre-Olivier Gourinchas, International Monetary Fund and NBER

Discussant:
Fabrizio Perri, Federal Reserve Bank of Minneapolis

2:00 pm

Information Acquisition and Portfolio Bias in a Dynamic World

Rosen Valchev, Boston College and NBER

Discussant:
Nicolae B. Gârleanu, Washington University in St. Louis and NBER

3:00 PM

Break

3:15 pm

The Quanto Theory of Exchange Rates

Lukas Kremens, University of Washington
Ian Martin, London School of Economics and Political Science (LSE)

Discussant:
Urban Jermann, University of Pennsylvania and NBER

4:15 pm

The Missing Risk Premium in Exchange Rates

Magnus Dahlquist, Stockholm School of Economics
Julien Penasse, University of Luxembourg

Discussant:
Andrea Vedolin, Boston University and NBER

5:15 PM

Adjourn