Macro Asset Pricing Conference Past Events

Past Conference Participants

Speaker and PaperDiscussant
Hengjie Ai (University of Minnesota)
“Preference for Early Resolution of Uncertainty in Asset Prices”
Jarda Borovicka (NYU)
Itamar Drechsler (University of Pennsylvania)
“How Monetary Policy Shaped the Housing Boom”
Richard Thakor (University of Minnesota)
Dana Kiku (University of Illinois)
“Price of Long-Run Temperature Shifts in Capital Markets”
Xiaoji Lin (University of Minnesota)
Ralph Koijen (University of Chicago)
“Granular Instrumental Variables”
Erik Loualiche (University of Minnesota)
Xiaoji Lin (University of Minnesota)
“The Finance Uncertainty Multiplier"
Anmol Bhandari (University of Minnesota)
Erik Loualiche (University of Minnesota)
“Efficient Bubbles?”
Konstantin Milbradt (University of Pennsylvania)
Dimitris Papanikolaou (Northwestern)
“Technological Innovation and Labor Income Risk"
Colin Ward (University of Minnesota)
Monika Piazzesi (Stanford)
“The Short Rate Disconnect in a Monetary Economy”
Hengjie Ai (University of Minnesota)
Nick Roussanov (University of Pennsylvania)
“Marketing Mutual Funds”
Martin Szydlowski (University of Minnesota)
Ivan Shaliastovich (University of Wisconsin-Madison)
“How Risky are US Corporate Assets?”
Juliana Salomao (University of Minnesota)
Speaker and PaperDiscussant

Hengjie Ai (Carlson School of Management, University of Minnesota)

“Asset Pricing with Endogenously Uninsurable Tail Risks”

Yili Chien (Federal Reserve Bank of St. Louis)

Jarda Borovicka (New York University)

“Identifying Ambiguity Shocks in Business Cycle Models using Survey Data”

Juliana Salomao (Carlson School of Management, University of Minnesota)

Hui Chen (Sloan School of Management, MIT)

“The Impact of Circuit Breakers”

Martin Szydlowski (Carlson School of Management, University of Minnesota)

Ian Dew-Becker (Kellogg School of Management, Northwestern University)

“A Model of Multi-Frequency Trade”

Hengjie Ai (Carlson School of Management, University of Minnesota)

Christian Opp (The Wharton School, University of Pennsylvania)

“Real Anomalies”

Jun Li

Lubos Pastor (Booth School of Business, University of Chicago)

“Political Cycles and Stock Returns”

Frederico Belo (Carlson School of Management, University of Minnesota)

Florian Schulz (Foster School of Business, University of Washington)

“Credit and Option Risk Premia”

Colin Ward (Carlson School of Management, University of Minnesota)

Selale Tuzel (Marshall School of Business, University of Southern California)

“Tax Incentives, Investment, and Employment”

Richard Thakor (Carlson School of Management, University of Minnesota)

Colin Ward (Carlson School of Management, University of Minnesota)

“Equilibrium Wealth Share Dynamics”

Anmol Bhandari (Carlson School of Management, University of Minnesota)

 

Speaker and PaperDiscussant

Hengjie Ai (Carlson School of Management, University of Minnesota)

“Financial Intermediation and Capital Misallocation”

Stavros Panageas (University of Chicago)

Frederico Belo (Carlson School of Management, University of Minnesota)

“External Equity Financing Shocks, Financial Flows, and Asset Prices”

Anmol Bhandari,

Jules van Binsbergen (Wharton)

“Assessing Asset Pricing Models using Revealed Preference”

Jianfeng Yu (Carlson School of Management, University of Minnesota)

Andrea Eisfeldt (UCLA)

“Risk and Return in Segmented Markets with Expertise”

Santiago Bazdresch

Bob Goldstein (Carlson School of Management, University of Minnesota)

“Asset Pricing Implications from Wealthy Shareholder Consumption and Net Payout”

Motohiro Yogo (Federal Reserve Bank of Minneapolis)

Martin Lettau (Berkeley)

“Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing”

Frederico Belo (Carlson School of Management, University of Minnesota)

Lars Lochstoer (Columbia University)

“Asset Pricing when ‘This Time is Different’”

Colin Ward (Carlson School of Management, University of Minnesota)

Stavros Panageas (University of Chicago)

“Impediments to Financial Trade: Theory and Measurement”

Hengjie Ai (Carlson School of Management, University of Minnesota)

Pietro Veronesi (University of Chicago)

“Option Based Credit Spreads”

Juliana Salomao (Carlson School of Management, University of Minnesota)

Colin Ward (Carlson School of Management, University of Minnesota)

“Understanding the Behavior of Distressed Stocks”

Xiaoji Lin (Carlson School of Management, University of Minnesota)
Speaker and PaperDiscussant

Hengjie Ai (Carlson School of Management, University of Minnesota)

“A Mechanism Design Model of Firm Dynamics: The Case of Limited Commitment”

Dmitry Livdan (Haas School of Business, University of California, Berkeley)

Ravi Bansal (Duke)

“Volatility, the Macroeconomy and Asset Prices”

Frederico Belo (Minnesota)

Max Croce (Kenan-Flagler Business School, University of North Carolina)

“Production-Based Term Structure of Equity Returns”

Jun Li (UT, Dallas)

Nicolae Garleanu (Haas School of Business, University of California, Berkeley)

“Financial Entanglement:  A Theory of Incomplete Integration, Leverage, Crashes and Contagion”

Saki Bigio (Columbia)

Bob Goldstein (Carlson School of Management, University of Minnesota)

“Endogenous Dividend Dynamics and the Term Structure of Dividend Strips”

Francisco Palomino (Michigan)

Joao Gomes (The Wharton School, University of Pennsylvania)

“Equilibrium Credit Spreads and the Macroeconomy”

Motohiro Yogo (Federal Reserve of Minneapolis)

Tarek Hassan (Booth School of Business, University of Chicago)

“Forward and Spot Exchange Rates in a Multi-Currency World”

Jeremy Graveline (Minnesota)

Urban Jermann (The Wharton School - University of Pennsylvania)

“Interest Rate Swaps and Corporate Default”

Xiaoji Lin (Ohio State)

Leonid Kogan (Sloan School of Management, MIT)

“Bounding Irrationality in Approximate Equilibria of Heterogenous-Agent Models: A Duality Approach”

Santiago Bazdresch (Minnesota)

 

Speaker and PaperDiscussant

Frederico Belo (University of Minnesota)

"Government Investment and the Stock Market"

Motohiro Yogo (Federal Reserve Bank of Minneapolis)

John Campbell (Harvard University)

"Hard Times"

Jianfeng Yu (University of Minnesota)

Jeremy Graveline (University of Minnesota)

"G10 Swap and Exchange Rates"

Max Croce (University of North Carolina)

Francois Gourio (Boston University)

"Credit Risk and Disaster Risk"

Bob Goldstein (University of Minnesota)

Sydney Ludvigson (New York University)

"Shocks and Crashes"

Santiago Bazdresch (University of Minnesota)

Stavros Panageas (University of Chicago)

"Pension Design in the Presence of Systemic Risk"

Ellen McGrattan (Federal Reserve Bank of Minneapolis)

Lukas Schmid (Duke University)

"Fiscal Policy and the Distribution of Consumption Risk"

Jeremy Graveline (University of Minnesota)

Jules Van Binsbergen (Stanford and Northwestern Universities)

"Equity Yields"

Lukas Schmid (Duke University)

Jianfeng Yu (University of Minnesota)

"Asset Pricing in Production Economies with Extra Polative Expectations"

Hui Chen (MIT)

Lu Zhang (Ohio State University)

"Investment-Based Momentum Profits"

Frederico Belo (University of Minnesota)

 

Speaker and PaperDiscussant

Santiago Bazdresch (Carlson School of Management, University of Minnesota)

"Labor Hiring, Investment and Stock Return Predictability in the Cross Section"

Ellen McGrattan (Federal Reserve Bank of Minneapolis)


Lars Hansen (University of Chicago)

"Fragile Beliefs and the Price of Model Uncertainty"

Bryan Routledge


Ravi Jagannathan (Northwester University)

"CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence"

Jianfeng Yu, University of Minnesota


Narayana Kocherlakota (Carlson School of Management, University of Minnesota)

"Bursting Bubbles: Consequences and Cures"

Doriana Ruffino, University of Minnesota


Hanno Lustig (UCLA)

"A Multiplier Approach to Understanding the Macro Implications of Household Finance"

Santiago Bazdresch, University of Minnesota


Stijn Van Nieuwerburgh (NYU)

"The Cross Section and Time-Series of Stock and Bond Returns"

Greg Duffee


Stavros Panageas (University of Chicago)

"The Demographics of Innovation and Asset Returns"

Frederico Belo, University of Minnesota


Ed Prescott (Arizona State University)

"Intermediated Quantities and Returns"

John Boyd, University of Minnesota


Amir Yaron (Wharton School University of Pennsylvania)

"Sources of Lifetime Inequality"

Faith Guvenen, University of Minnesota


Jianfeng Yu (Carlson School of Management, University of Minnesota)

"The Long and Short of Asset Prices: Using Long Run Consumption-Return Correlations to Test Asset Pricing Models"

Lu Zhang, University of Michigan