an image Discussions... for a regular dose of adrenaline!

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.