SI 2015 International Asset Pricing

Karen K. Lewis, Organizer

July 8, 2015

Royal Sonesta Hotel

Conference Code of Conduct

Wednesday, July 8
1:00 pm
1:00 pm
Kent D. Daniel, Columbia University and NBER
Robert J. Hodrick, Columbia University and NBER
Zhongjin Lu, University of Georgia

The Carry Trade: Risks and Drawdowns
1:55 pm
1:55 pm
Francesca Brusa, Temple University
Tarun Ramadorai, Imperial College London
Adrien Verdelhan, Massachusetts Institute of Technology and NBER

The International CAPM Redux
1:55 pm
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

Currency Risk Factors in a Recursive Multi-Country Economy.
3:10 pm
3:10 pm
Nicolae B. Garleanu, Washington University in St. Louis and NBER
Stavros Panageas, University of California, Los Angeles and NBER
Jianfeng Yu, Tsinghua University

Impediments to Financial Trade: Theory and Measurement
4:05 pm
Adrian Buss, INSEAD

Capital Controls and International Financial Stability