Abstracts & Papers
Mark W. Watson, Keynote Speaker
Department of Economics and Woodrow Wilson School, Princeton University
“Measuring Uncertainty About Long-Run Growth and Inflation”
(Paper not available)
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Stephen Cecchetti, Luncheon Speaker
Economic Adviser, Head of Monetary and Economic Department at Bank For International Settlements
"Toward A Global Risk Map" (co-authored with Ingo Fender and Patrick McGuire)
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Vasco M. Carvalho, CREI and Universitat Pompeu Fabra
"The Great Diversification and its Undoing" (co-authored with Xavier Gabaix)
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Peter Christoffersen, University of Toronto, Rotman School of Management
"Is the Potential for International Diversification Disappearing?" (co-authored with Vihang Errunza, Kris Jacobs, and Hugues Langlois)
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Christian Dorion, HEC Montréal
"Business Conditions, Market Volatility and Option Prices"
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Eric Ghysels, University of North Carolina - Chapel Hill
"Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals" (co-authored with Alberto Plazzi and Rossen Valkanov)
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Kris Jacobs, University of Houston, C.T. Bauer College of Business
"A GARCH Option Model with Variance-Dependent Pricing Kernel" (co-authored with Peter Christoffersen and Steven Heston)
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José Gonzalo Rangel, Bank of Mexico
"The FX Comovements: Disentangling the Role of Market Factors, Carry-Trades, and Idiosyncratic Components"
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Hao Zhou, Federal Reserve Board
"Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty"