SI 2020 Asset Pricing
Ralph S. J. Koijen and Sydney C. Ludvigson, Organizers
July 9-10, 2020
on Zoom.us
Summer Institute 2020 master schedule
| Thursday, July 9 | ||||
| Joint Session with MEFM | ||||
| 11:30 am |
Zhengyang Jiang, Northwestern University and NBER Hanno Lustig, Stanford University and NBER Stijn Van Nieuwerburgh, Columbia University and NBER Mindy Z. Xiaolan, University of Texas at Austin The U.S. Public Debt Valuation Puzzle
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| 12:30 pm |
Ricardo J. Caballero, Massachusetts Institute of Technology and NBER Alp Simsek, Yale University and NBER Monetary Policy with Opinionated Markets
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| Money Market Stress and Banks | ||||
| 1:30 pm |
Gara Afonso, Federal Reserve Bank of New York Marco Cipriani, Federal Reserve Bank of New York Adam Copeland, Federal Reserve Bank of New York Anna Kovner, Federal Reserve Bank of New York Gabriele La Spada, Federal Reserve Bank of New York Antoine Martin, Federal Reserve Bank of New York The Market Events of Mid-September 2019 |
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Ricardo Correa, Federal Reserve Board Wenxin Du, Columbia University and NBER Gordon Y. Liao, Circle U.S. Banks and Global Liquidity
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| 2:25 pm | Adjourn | |||
| Friday, July 10 | ||||
| 10:00 am |
Annette Vissing-Jorgensen, Federal Reserve Board and NBER Adair Morse, University of California, Berkeley and NBER Information Transmission from the Federal Reserve to the Stock Market: Evidence from Governors’ Calendars
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| 11:00 am | Break | |||
| 11:05 am |
Laurent E. Calvet, EDHEC Business School Claire Celerier, University of Toronto Paolo Sodini, Stockholm School of Economics Boris Vallee, Harvard University Can Security Design Foster Household Risk-Taking?
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| 12:05 pm | Break | |||
| 12:15 pm | Panel Discussion Related to the Ongoing Covid-19 Crisis | |||
| Panel #1 | ||||
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Tarek Alexander Hassan, Boston University and NBER Stephan Hollander, Tilburg University Laurence van Lent, Frankfurt School of Finance and Management Ahmed Tahoun, London Business School Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1 |
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| Panel #2 | ||||
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Valentin Haddad, University of California, Los Angeles and NBER Alan Moreira, University of Rochester and NBER Tyler Muir, University of California, Los Angeles and NBER When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed's Response |
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| Panel #3 | ||||
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Stefano Giglio, Yale University and NBER Matteo Maggiori, Stanford University and NBER Johannes Stroebel, New York University and NBER Stephen Utkus, University of Pennsylvania Inside the Mind of a Stock Market Crash |
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| 1:15 pm | Break | |||
| 1:30 pm |
Emilien Gouin-Bonenfant, Columbia University Matthieu Gomez, Columbia University A Q-Theory of Inequality
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| 2:30 pm |
Itzhak Ben-David, The Ohio State University and NBER Jiacui Li, University of Utah Andrea Rossi, University of Arizona Yang Song, University of Washington Non-Fundamental Demand and Style Returns
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| 3:30 pm | Break | |||
| 3:45 pm | Combination Session: Global Fixed Income and Currency Markets | |||
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Robin Greenwood, Harvard University and NBER Samuel Hanson, Harvard University and NBER Jeremy C. Stein, Harvard University and NBER Adi Sunderam, Harvard University and NBER A Quantity-Driven Theory of Term Premiums and Exchange Rates |
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Pierre-Olivier Gourinchas, University of California, Berkeley and NBER Walker D. Ray, London School of Economics Dimitri Vayanos, London School of Economics and NBER A Preferred-Habitat Model of Term Premia and Currency Risk
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| 4:55 pm | Adjourn | |||