SI 2021 International Asset Pricing
Karen K. Lewis and Adrien Verdelhan, Organizers
July 13, 2021
on Zoom.us
| Tuesday, July 13 | ||||
| 11:00 am |
Eduardo Dávila, Yale University and NBER Daniel D. Graves, Yale University Cecilia Parlatore, New York University and NBER The Value of Arbitrage
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| 11:40 am | Break | |||
| 11:50 am | Lighting Rounds | |||
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Lorena Keller, University of Pennsylvania Arbitraging Covered Interest Rate Parity Deviations: Testing a New Channel of Bank Lending |
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John A. Caramichael, Bank of America Gita Gopinath, International Monetary Fund Gordon Y. Liao, Circle U.S. Dollar Currency Premium in Corporate Bonds |
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Tobias Adrian, International Monetary Fund Peichu Xie, International Monetary Fund The Non-U.S. Bank Demand for U.S. Dollar Assets |
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| 12:45 pm | Break | |||
| 1:20 pm |
Ramin Hassan, University of Minnesota Erik Loualiche, University of Minnesota Alexandre R. Pecora, University of Minnesota Colin Ward, University of Alberta International Trade and the Risk in Bilateral Exchange Rates
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| 2:00 pm | Break | |||
| 2:10 pm |
Laura Alfaro, Harvard University and NBER Mauricio Calani, Central Bank of Chile Liliana Varela, London School of Economics Currency Hedging: Managing Cash Flow Exposure
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| 2:50 pm | Break | |||
| 3:00 pm |
Zhengyang Jiang, Northwestern University and NBER Arvind Krishnamurthy, Stanford University and NBER Hanno Lustig, Stanford University and NBER Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect
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| 3:50 pm | Adjourn | |||