SI 2021 Asset Pricing
Ralph S. J. Koijen and Sydney C. Ludvigson, Organizers
July 15-16, 2021
on Zoom.us
| Thursday, July 15 | ||||
| First two papers joint with Macro, Money and Financial Markets | ||||
| 11:00 am |
Bonds vs. Equities: Information for Investment
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| 11:50 am | Break | |||
| 12:00 noon |
Managing Public Portfolios
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| 12:50 pm | Break | |||
| 1:10 pm |
Arbitrage Capital of Global Banks
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| 2:00 pm | Break | |||
| 2:10 pm |
A Long Leg and a Short Leg Make For a Wobbly Equilibrium
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| 3:00 pm | Break | |||
| 3:10 pm |
How Competitive is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing
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| 4:00 pm | Adjourn | |||
| Friday, July 16 | ||||
| 10:00 am |
Bond Convenience Yields in the Eurozone Currency Union
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| 10:50 am | Break | |||
| 10:55 am |
Debt As Safe Asset
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| 11:45 am | Break | |||
| 11:50 am |
The End of Privilege
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| 12:40 pm | Break | |||
| 1:00 pm |
Panel: Trends in Market Concentration, Rents, and Investment: Implications and Insights for Asset Prices" Chair: Luigi Zingales, University of Chicago and NBER Participants: Janice Eberly, Northwestern University and NBER Jan de Loecker, Katholieke Universiteit Leuven and NBER Thomas Philippon, New York University and NBER |
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| 2:00 pm | Break | |||
| 2:10 pm |
Sovereign Default and the Decline in Interest Rates
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| 3:00 pm | Break | |||
| 3:10 pm |
Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect
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| 4:00 pm | Adjourn | |||