Asset Pricing Program Meeting

Anna Cieslak and Valentin Haddad, Organizers

October 27-28, 2022

Intercontinental San Francisco, Room Intercon A, 888 Howard Street, San Francisco, CA

Conference Code of Conduct

Thursday, October 27
6:30pm
Group Dinner at the Intercontinental San Francisco, Room Intercon C
Friday, October 28
8:30 am
Continental Breakfast
9:00 am
Constantin Charles, London School of Economics
Cary Frydman, University of Southern California
Mete Kilic, University of Southern California

Insensitive Investors
Discussant: Stefano Giglio, Yale University and NBER
10:00 am
Break
10:15 am
Xavier Gabaix, Harvard University and NBER
Ralph S. J. Koijen, University of Chicago and NBER
Federico Mainardi, University of Chicago
Sangmin Oh, Columbia Business School
Motohiro Yogo, Princeton University and NBER

Asset Demand of US Households (slides)
Discussant: Tarun Ramadorai, Imperial College London
11:15 am
Break
11:30 am
Emil Siriwardane, Harvard University and NBER
Adi Sunderam, Harvard University and NBER
Jonathan L. Wallen, Harvard Business School

Segmented Arbitrage
Discussant: Wenxin Du, Harvard University and NBER
12:30 pm
Lunch
1:30 pm
Panel - Monetary Policy Innovations: A Critical Review and Potential Paths Forward
Chair:
Annette Vissing-Jorgensen, Federal Reserve Board and NBER (slides)
Panelists:
Anil Kashyap, University of Chicago and NBER(slides)
Hélène Rey, London Business School and NBER, (slides)
Jeremy Stein, Harvard University and NBER (slides)
2:30 pm
Break
2:45 pm
Magnus Dahlquist, Stockholm School of Economics
Christian Heyerdahl-Larsen, Indiana University
Anna Pavlova, London Business School
Julien Pénasse, University of Luxembourg

International Capital Markets and Wealth Transfers
Discussant: Nikolai Roussanov, University of Pennsylvania and NBER
3:45 pm
Break
4:00 pm
Zefeng Chen, Peking University
Zhengyang Jiang, Northwestern University and NBER
Hanno Lustig, Stanford University and NBER
Stijn Van Nieuwerburgh, Columbia University and NBER
Mindy Z. Xiaolan, University of Texas at Austin

Exorbitant Privilege Gained and Lost: Fiscal Implications
Discussant: Jonathan Payne, Princeton University
5:00 pm
Adjourn