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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.
Related imageWinner of the Best Discussion Award Related image


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.