SI 2023 International Asset Pricing
Karen K. Lewis and Adrien Verdelhan, Organizers
July 10, 2023
Parkview Room
Royal Sonesta Hotel, 40 Edwin H. Land Blvd., Cambridge, MA and zoom.us
| Monday, July 10 | ||||
| 9:00 am | Coffee and Pastries | |||
| 9:45 am |
Roland Beck, European Central Bank Antonio Coppola, Stanford University Angus J. Lewis, Stanford University Matteo Maggiori, Stanford University and NBER Martin Schmitz, European Central Bank Jesse Schreger, Columbia University and NBER The Geography of Capital Allocation in the Euro Area
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| 10:25 am |
William F. Diamond, University of Pennsylvania Peter Van Tassel Risk-Free Rates and Convenience Yields Around the World
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| 11:05 am | Break | |||
| 11:20 am |
Jason Choi, University of Toronto Rishabh Kirpalani, University of Wisconsin-Madison Diego J. Perez, New York University and NBER US Public Debt and Safe Asset Market Power
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| 12:00 pm | Lunch | |||
| 1:00 pm |
Wenxin Du, Harvard University and NBER Amy W. Huber, University of Pennsylvania Dollar Asset Holding and Hedging Around the Globe
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| 1:40 pm |
Maxime Sauzet, Boston University Asset Prices, Global Portfolios, and the International Financial System |
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| 2:00 pm | Break | |||
| 2:10 pm |
Giancarlo Corsetti, University of Cambridge Simon P. Lloyd, Bank of England Emile A. Marin, University of California, Davis Daniel A. Ostry, Bank of England U.S. Risk and Treasury Convenience |
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| 2:30 pm | Break | |||
| 2:40 pm |
Nikolai Roussanov, University of Pennsylvania and NBER Xiaoliang Wang, Hong Kong University of Science and Technology Following the Fed: Limits of Arbitrage and the Dollar |
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| 3:00 pm | Break | |||
| 3:10 pm |
Lukas Kremens, University of Washington Ian Martin, London School of Economics Liliana Varela, London School of Economics Long-Horizon Exchange Rate Expectations |
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| 3:30 pm | Break | |||
| 3:40 pm |
Craig Brown, Purdue University Export Risk and Currency Returns |
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| 4:00 pm | Adjourn | |||