SI 2019 International Asset Pricing
Karen K. Lewis and Adrien Verdelhan, Organizers
July 9, 2019
Parkview Room
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA
Summer Institute 2019 master schedule
| Tuesday, July 9 | ||||
| 8:30 am | Coffee and Pastries | |||
| Financial Frictions | ||||
| 9:10 am |
Wenxin Du, Columbia University and NBER Benjamin M. Hébert, Stanford University and NBER Amy Wang Huber, University of Pennsylvania Are Intermediary Constraints Priced?
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| 10:00 am | Break | |||
| 10:10 am |
Ralph S. J. Koijen, University of Chicago and NBER Robert J. Richmond, New York University and NBER Motohiro Yogo, Princeton University and NBER Understanding the Cross-section of Global Equity Valuations and Expected Returns
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| 11:00 am | Break | |||
| 11:10 am |
Yan Bai, University of Rochester and NBER Patrick J. Kehoe, Stanford University and NBER Fabrizio Perri, Federal Reserve Bank of Minneapolis World Financial Cycles
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| 12:00 noon | Lunch | |||
| Exchange Rate Disconnect | ||||
| 1:00 pm |
Nelson Camanho, Queen Mary University of London Harald Hau, University of Geneva Hélène Rey, London Business School and NBER Global Portfolio Rebalancing and Exchange Rates
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| 1:50 pm | Break | |||
| 2:00 pm |
Oleg Itskhoki, University of California, Los Angeles and NBER Dmitry Mukhin, London School of Economics Mussa Puzzle Redux
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| 2:50 pm | Break | |||
| 3:00 pm |
Mikhail Chernov, University of California, Los Angeles and NBER Drew D. Creal, University of Notre Dame The PPP View of Multihorizon Currency Risk Premiums
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| 3:50 pm | Break | |||
| 4:00 pm |
Martin Evans, Georgetown University FX Trading and the Exchange Rate Disconnect Puzzle
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| 4:50 pm | Adjourn | |||
| Format: 20 min presentation/15 min discussion/15 min audience | ||||
| Friday, November 8 | ||||
| 8:30 am |
Wenxin Du, Columbia University and NBER Benjamin M. Hébert, Stanford University and NBER Amy Wang Huber, University of Pennsylvania Are Intermediary Constraints Priced?
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