Macro Asset Pricing Conference Past Events
Past Conference Participants
| Speaker and Paper | Discussant |
|---|---|
| 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 Paper | Discussant |
|---|---|
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 Paper | Discussant |
|---|---|
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 Paper | Discussant |
|---|---|
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 Paper | Discussant |
|---|---|
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 Paper | Discussant |
|---|---|
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) |
"Fragile Beliefs and the Price of Model Uncertainty" | Bryan Routledge |
"CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence" | Jianfeng Yu, University of Minnesota |
"Bursting Bubbles: Consequences and Cures" | Doriana Ruffino, University of Minnesota |
"A Multiplier Approach to Understanding the Macro Implications of Household Finance" | Santiago Bazdresch, University of Minnesota |
"The Cross Section and Time-Series of Stock and Bond Returns" | Greg Duffee |
"The Demographics of Innovation and Asset Returns" | Frederico Belo, University of Minnesota |
"Intermediated Quantities and Returns" | John Boyd, University of Minnesota |
"Sources of Lifetime Inequality" | Faith Guvenen, 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 |