AMF 1 Agenda

Friday, October 22, 2010

 

 

  • 12:00-13:00          Lunch and Welcome

 

 

  • 13:00-15:00:         SESSION 1   

 

Long-Term Volatility, Growth and Asset Pricing

Howard Kung and Lukas Schmid

Discussant:  Thomas Tallarini

 

The Term-Structure of Sharpe-Ratios

Jules van Binsbergen and Ralph Koijen

Discussant:  Adlai Fisher

 

    • 15:00-15:30:  Break

 

  • 15:30-17:30:         SESSION 2

 

Credit Shocks and Aggregate Fluctuations in an Economy with

Production Heterogeneity

Aukhik Khan and Julia Thomas

                                    Discussant:  Gian Luca Clementi

 

                                    Credit Spreads and Business Cycle Fluctuations

                                    Simon Gilchrist and Egon Zakraysek

                                    Discussant:  Lu Zhang

 

 

  • 19:00-23:00:         Cocktails and Dinner

 

Saturday, October 23, 2010

 

  • 07:30-08:30:         Breakfast

 

  • 08:30-10:30SESSION 3

 

Liquidity and Asset Price Dynamics

Guillaume Rocheteau and Randall Wright

Discussant:  Benjamin Lester

 

Bubbly Liquidity

Emmanuel Fahri and Jean Tirole

Discussant:  Adriano Rampini

 

    • 10:30-1100:  Break

 

  • 11:00-12:00:         SESSION 4

 

Growth Opportunities, Technology Shocks and Asset Prices

Dimitris Papanikolaou

Discussant:  Jesus Fernandez-Villaverde

 

    • 12:00-13:00:  Lunch

 

 

  • 13:00-15:00:         SESSION 5

 

Rare Disasters and Risk Sharing with Heterogeneous Beliefs

Hui Chen, Scott Joslin and Ngoc-Khanh Tran

Discussant:  Rajnish Mehra

 

International Disaster Risk, Business Cycles and Exchange Rates

Francois Gourio and Adrien Verdelhan

Discussant:  Stan Zin