Asset Pricing Program Meeting
Upload/update your conference materials
-
Itamar Drechsler, Qingyi F. Drechsler
The Shorting Premium and Asset Pricing Anomalies -
Rhys Bidder, Ian Dew-Becker
Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process -
Alan Moreira, Alexi Savov
The Macroeconomics of Shadow Banking -
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
Asset Pricing with Horizon-Dependent Risk Aversion -
Alan Moreira, Alexi Savov
The Macroeconomics of Shadow Banking -
Dongho Song
Bond Market Exposures to Macroeconomic and Monetary Policy Risks -
Rhys Bidder, Ian Dew-Becker
Long-Run Risk is the Worst-Case Scenario -
Itamar Drechsler, Qingyi F. Drechsler
The Shorting Premium and Asset Pricing Anomalies -
Dongho Song
Bond Market Exposures to Macroeconomic and Monetary Policy Risks -
Christopher L. Culp, Yoshio Nozawa, Pietro Veronesi
Resurrecting Merton Model. A Model-Free Benchmark for Corporate Bond Valuation -
Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
Asset Pricing with Horizon-Dependent Risk Aversion -
Pietro Veronesi
The Empirical Merton Model
Send questions to the NBER Conference Department (confer@nber.org).