DISCUSSIONS
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. |