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NATIONAL BUREAU OF ECONOMIC RESEARCH, INC.

SUMMER INSTITUTE 2013


International Asset Pricing

Karen Lewis, Organizer

July 10, 2013

Royal Sonesta Hotel

40 Edwin H. Land Boulevard

Cambridge, Massachusetts

 

PROGRAM

 

Wednesday, July 10:

SESSION 1: FOREIGN EXCHANGE MARKETS


12:45 pm


Adrien Verdelhan, Massachusetts Institute of Technology
The Share of Systematic Variation in Bilateral Exchange Rates

Discussant: Nelson Mark, Notre Dame University
and NBER


1:30 pm


Emilio Osambela, Carnegie Mellon University
Differences of Opinion and Foreign Exchange Markets

Discussant: Hongjun Yan, Yale University

2:15 pm

Break

SESSION 2: INTERNATIONAL CAPITAL FLOWS AND ASSET PRICES


2:30 pm


Xavier Gabaix, New York University and NBER
Matteo Maggiori, New York University and NBER
International Liquidity and Exchange Rate Dynamics

Discussant: Bernard Dumas, INSEAD


3:15 pm


Ric Colacito, University of North Carolina at Chapel Hill
Max Croce, University of North Carolina at Chapel Hill
Steven Ho, University of North Carolina at Chapel Hill
Philip Howard, University of North Carolina at Chapel Hill
BKK the EZ Way. An International Production Economy with Recursive Preferences

Discussant: Linda Tesar
, University of Michigan and NBER

4:00 pm

Adjourn

 

 

6:00 pm

Clambake at the Royal Sonesta Hotel