International Currencies and Capital Allocation
| Author: Matteo Maggiori, Brent Nieman, and Jesse Schreger |
| Conference: Macro Finance Society, Austin, November 2018. |
Model-Free International Stochastic Discount Factors
| Author: Fabio Trojani, Andrea Vedolin, and Mirela Sandulescu |
| Conference: European Finance Association, Warsaw, August 2018. |
Integrated Markets: Economic or Financial Integration?
| Author: Amir Akbari, Lilian Ng, and Bruno Solnik |
| Conference: Finance Down Under, Melbourne, March 2018. |
 Winner of the Best Discussion Award |
Business Cycles and Currency Returns
| Author: Steven Riddiough and Lucio Sarno |
| Conference: Annual Meeting of the American Finance Association, Philadelphia, January 2018. |
Disagreement vs. Uncertainty: Investment Dynamics and Business Cycle
| Author: Calvin Du Jia. |
| Conference: Finance Symposium at the Hanqing Advanced Institute of Economics and Finance, Renmin University, Beijing, July 2017. |
Gravity in FX R^2 : Understanding the Factor Structure in Exchange Rates
| Author:Hanno Lustig and Rob Richmond. |
| Conference: Network applications in Finance and Macro, LSE, June 2017. |
Price of Long-Run Temperature Shifts in Capital Markets
| Author:Ravi Bansal, Dana Kiku, Marcelo Ochoa. |
| Conference: SFS Finance Cavalcade, Vanderbilt, May 2017. |
Uncertainty, the Exchange Rate and International Capital Flows
| Author:Robert Kollmann. |
| Conference: Annual Meeting of the American Finance Association, Chicago, January 2017. |
A macrofinance view of US sovereign CDS premiums
| Authors: Mike Chernov, Lukas Schmid, and Andres Schneider. |
| Conference: NBER Summer Institute Asset Pricing Program, Cambridge, July 2016. |
Trade centrality and Currency Risk Premia
| Authors: Robert Richmond |
| Conference: Fourth Annual Conference in International Finance, Hong Kong, June 2016. |
Not So Disconnected: Exchange Rates and the Capital Stock
| Authors: Hassan, Mertens, and Zhang |
| Conference: Sixth Meeting of the Macro Finance Society, University of Pennsylvania, Philadelphia, October 2015. |
Risk Sharing in International Economies and Market Incompleteness
| Authors: Bakshi, Cerrato, and Cosby. |
| Conference: International Finance Conference, University of Copenhagen, Copenhagen, June 2015. |
Climate Change and Growth Risks
| Authors: Ravi Bansal, Dana Kiku, and Marcelo Ochoa. |
| Conference: The Next Generation of Climate Change Models, University of Minnesota, Minneapolis, September 2014. |
The Term Structure of Currency Carry Trade Risk Premia
| Authors: Hanno Lustig, Andreas Stathopoulos, and Adrien Verdelhan. |
| Conference: Duke/UNC Asset Pricing Conference, Duke University, Durham, April 2014. |
Commodity Trade and the Carry Trade: A Tale of Two Countries
| Authors: Rob Ready, Nick Roussanov, and Colin Ward. |
| Conference: International Economics and Finance Society, Philadelphia, January 2014. |
Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes
| Authors: T. Cogley, T. Sargent, and V. Tsyrennikov. |
| Conference: American Economic Association Meeting, Chicago, January 2012. |
Robustly Optimal Monetary Policy in a Microfounded Model
| Authors: K. Adam and M. Woodford |
| Conference: European Central Bank, Frankfurt, Germany, December 2011. |
A Sentiment-based Explanation of the Forward Premium Puzzle
| Authors: J. Yu. |
| Conference: Western Finance Association Meeting, Santa Fe, New Mexico, June 2011. |
FX Comovements: Disentangling the Role of Market Factors, Carry Trades and Idiosyncratic Components
| Authors: Jose’ G. Rangel. |
| Conference: Bank for International Settlements CCA Conference, Bank of Canada, Ottawa, May 2011. |
Long and Short Run Correlation Risk in Stock Returns
| Authors: M. Cosemans. |
| Conference: Winter Meetings of the Econometric Society, Denver, January 2011. |
Common Risk Factors in Currency Markets
| Authors: Hanno Lustig, Nick Roussanov, and Adrien Verdehlan. |
| Conference: Annual Meetings of the American Finance Association, Atlanta, January 2010. |
Global Liquidity, Asset Prices and Monetary Policy: A GVAR Perspective
| Authors: Julia V. Giese and Christin K. Tuxen. |
| Conference: Infiniti Conference, Trinity College, Dublin, June 2009. |
Housing as a measure of long-run risks
| Author: Jose’ Fillat. |
| Conference: Annual Meetings of the American Finance Association, San Francisco, January 2009. |
Deep Habits and the Cross-section of Asset Returns
| Author: Jules van Binsbergen. |
| Conference: Annual Meetings of the American Finance Association, San Francisco, January 2009. |
Learning, Long-Run Risks and Asset Price Jumps
| Authors: Ravi Bansal and Ivan Shaliastovich. |
| Conference: Annual Meetings of the American Economic Association, New Orleans, January 2008. |
Long Run Asset Allocation
| Authors: Ravi Bansal and Dana Kiku. |
| Conference: Annual Meetings of the Western Finance Association, Big Sky, MO, June 2007. |