Asset Pricing Program Meeting

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• Itamar Drechsler, Qingyi F. Drechsler
  The Shorting Premium and Asset Pricing Anomalies
• Christopher L. Culp, Yoshio Nozawa, Pietro Veronesi
  Resurrecting Merton Model. A Model-Free Benchmark for Corporate Bond Valuation
• Pietro Veronesi
  The Empirical Merton Model
• Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
  Asset Pricing with Horizon-Dependent Risk Aversion
• 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
• Dongho Song
  Bond Market Exposures to Macroeconomic and Monetary Policy Risks
• 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
• Alan Moreira, Alexi Savov
  The Macroeconomics of Shadow Banking
• Marianne Andries, Thomas M. Eisenbach, Martin C. Schmalz
  Asset Pricing with Horizon-Dependent Risk Aversion

Send questions to the NBER Conference Department (confer@nber.org).