SI 2020 Asset Pricing
Ralph S. J. Koijen and Sydney C. Ludvigson, Organizers
July 9-10, 2020
on Zoom.us
| Thursday, July 9 | ||||
| Joint Session with MEFM | ||||
| 11:30 am |
The U.S. Public Debt Valuation Puzzle
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| 12:30 pm |
Monetary Policy with Opinionated Markets
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| Money Market Stress and Banks | ||||
| 1:30 pm |
The Market Events of Mid-September 2019 |
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U.S. Banks and Global Liquidity
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| 2:25 pm | Adjourn | |||
| Friday, July 10 | ||||
| 10:00 am |
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 |
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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Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1 |
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| Panel #2 | ||||
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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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Inside the Mind of a Stock Market Crash |
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| 1:15 pm | Break | |||
| 1:30 pm |
A Q-Theory of Inequality
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| 2:30 pm |
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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A Quantity-Driven Theory of Term Premiums and Exchange Rates |
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A Preferred-Habitat Model of Term Premia and Currency Risk
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| 4:55 pm | Adjourn | |||