2013 Macro Asset Pricing Conference

Conference Participants

Hengjie Ai

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

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

Ravi Bansal

“Volatility, the Macroeconomy and Asset Prices”

Discussant: Frederico Belo (Minnesota)

Max Croce

“Production-Based Term Structure of Equity Returns”

Discussant: Jun Li (UT, Dallas)

Nicolae Garleanu

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

Discussant: Saki Bigio (Columbia)

Bob Goldstein

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

Discussant: Francisco Palomino (Michigan)

Joao Gomes

“Equilibrium Credit Spreads and the Macroeconomy”

Discussant: Motohiro Yogo (Federal Reserve of Minneapolis)

Tarek Hassan

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

Discussant: Jeremy Graveline (Minnesota)

Urban Jermann

“Interest Rate Swaps and Corporate Default”

Discussant: Xiaoji Lin (Ohio State)

Leonid Kogan

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

Discussant: Santiago Bazdresch (Minnesota)