SI 2017 International Asset Pricing

Karen K. Lewis and Adrien Verdelhan, Organizers

July 11, 2017

Longfellow Room

Royal Sonesta Hotel

Conference Code of Conduct

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
Discussant: Tarek Alexander Hassan, Boston University and NBER
9:30 am
9:45 am
Markus K. Brunnermeier, Princeton University and NBER
Yuliy Sannikov, Stanford University

International Monetary Theory: Mundell-Fleming Redux
Discussant: Bernard Dumas, INSEAD (France) and NBER
10:45 am
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
Discussant: Gian Maria Milesi Ferretti, Brookings Institution
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
Discussant: Fabrizio Perri, Federal Reserve Bank of Minneapolis
2:00 pm
Rosen Valchev, Boston College and NBER

Information Acquisition and Portfolio Bias in a Dynamic World
Discussant: Nicolae B. Gârleanu, Washington University in St. Louis and NBER
3:00 PM
3:15 pm
Lukas Kremens, University of Washington
Ian Martin, London School of Economics

The Quanto Theory of Exchange Rates
Discussant: Urban Jermann, University of Pennsylvania and NBER
4:15 pm
Magnus Dahlquist, Stockholm School of Economics
Julien Penasse, University of Luxembourg

The Missing Risk Premium in Exchange Rates
Discussant: Andrea Vedolin, Boston University and NBER
5:15 PM