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Macro Asset Pricing Conference

The Asset Pricing Conference was most recently held on May 10th and 11th, 2019.

The speakers and papers presented were as follows

Friday, May 10th

12:30 p.m.

Dimitris Papanikolaou, “Technological Innovation and Labor Income Risk"
Discussant: Colin Ward

 

1:15 p.m.

Xiaoji Lin, “The Finance Uncertainty Multiplier"
Discussant: Anmol Bhandari

2:15 p.m.

Ralph Koijen, “Granular Instrumental Variables”
Discussant: Erik Loualiche

3:00 p.m.

Nick Roussanov, “Marketing Mutual Funds”
Discussant: Martin Szydlowski

4:00 p.m.

Dana Kiku, “Price of Long-Run Temperature Shifts in Capital Markets”
Discussant:  Xiaoji Lin

4:45 p.m.

Hengjie Ai, “Preference for Early Resolution of Uncertainty in Asset Prices”
Discussant: Jarda Borovicka

Saturday, May 11th

9:15 a.m.

Monika Piazzesi, “The Short Rate Disconnect in a Monetary Economy”
Discussant:  Hengjie Ai

10:00 a.m.

Itamar Drechsler, “How Monetary Policy Shaped the Housing Boom”
Discussant: Richard Thakor

11:00 a.m.

Ivan Shaliastovich, “How Risky are US Corporate Assets?”
Discussant: Juliana Salomao

11:45 a.m.

Erik Loualiche, “Efficient Bubbles?”
Discussant: Konstantin Milbradt