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SI 2015 International Asset Pricing

Karen K. Lewis, Organizer

July 8, 2015

University Room - BC
Royal Sonesta Hotel
40 Edwin H. Land Blvd.
Cambridge, MA



Wednesday, July 08

12:00 noon


Session I: Foreign Exchange Risk

1:00 pm

Kent D. Daniel, Columbia University and NBER
Robert J. Hodrick, Columbia University and NBER
Zhongjin Lu, Columbia University
The Carry Trade: Risks and Drawdowns

Discussant: Nikolai Roussanov, University of Pennsylvania
and NBER

1:55 pm

Francesca Brusa, University of Oxford

Tarun Ramadorai, University of Oxford

Adrien Verdelhan, MIT and NBER

The International CAPM Redux

Discussant: Michael Brandt, Duke University and NBER

2:50 pm


Session II: International Capital Flows and Asset Prices

3:10 pm

Nicolae B. Garleanu, University of California at Berkeley and NBER
Stavros Panageas, University of Chicago and NBER
Jianfeng Yu, University of Minnesota
Impediments to Financial Trade: Theory and Measurement

Discussant: Martin Schneider
, Stanford University and NBER

4:05 pm

Riccardo Colacito, University of North Carolina at Chapel Hill

Mariano Croce, University of North Carolina at Chapel Hill

Federico Gavazzoni, INSEAD

Robert Ready, University of Rochester

Currency Risk Factors in a Recursive Multi-Country Economy.

Discussant: Emmanuel Farhi, Harvard University
and NBER

5:00 pm


6:00 pm

Clambake, Royal Sonesta Hotel