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
| Tuesday, July 9 | ||||
| 8:30 am | Coffee and Pastries | |||
| Financial Frictions | ||||
| 9:10 am |
Wenxin Du, Harvard 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, Harvard University 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, Harvard University and NBER Benjamin M. Hébert, Stanford University and NBER Amy Wang Huber, University of Pennsylvania Are Intermediary Constraints Priced?
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