SI 2017 International Asset Pricing
Karen K. Lewis and Adrien Verdelhan, Organizers
July 11, 2017
Longfellow Room
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 |
Hanno Lustig, Stanford University and NBER Robert J. Richmond, New York University and NBER Gravity in FX R2: Understanding the Factor Structure in Exchange Rates
|
|||
| 9:30 am | Break | |||
| 9:45 am |
Markus K. Brunnermeier, Princeton University and NBER Yuliy Sannikov, Stanford University International Monetary Theory: Mundell-Fleming Redux
|
|||
| 10:45 am | Break | |||
| 11:00 am |
Matteo Maggiori, Stanford University and NBER Brent Neiman, University of Chicago and NBER Jesse Schreger, Columbia University and NBER Unpacking Global Capital Flows: A Micro-Data Approach to Macro Facts
|
|||
| 12:00 noon | Lunch - Ballroom B, West Tower | |||
| 1:00 pm |
Hélène Rey, London Business School and NBER Pierre-Olivier Gourinchas, University of California, Berkeley and NBER Exorbitant Privilege and Exorbitant Duty
|
|||
| 2:00 pm |
Rosen Valchev, Boston College and NBER Information Acquisition and Portfolio Bias in a Dynamic World
|
|||
| 3:00 PM | Break | |||
| 3:15 pm |
Lukas Kremens, University of Washington Ian Martin, London School of Economics The Quanto Theory of Exchange Rates
|
|||
| 4:15 pm |
Magnus Dahlquist, Stockholm School of Economics Julien Penasse, University of Luxembourg The Missing Risk Premium in Exchange Rates
|
|||
| 5:15 PM | Adjourn | |||