SI 2015 International Asset Pricing
Karen K. Lewis, Organizer
July 8, 2015
Royal Sonesta Hotel
| 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 |
|