Discussions
Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads, by Samuel G. Hanson, Aytek Malkhozov and Gyuri Venter, ASSA 2023
Credit booms, financial crises and macroprudential policy, by Mark Gertler, Nobuhiro Kiyotaki, Andrea Prestipino, 25th Anniversary of “Frontiers of Business Cycle Research” Conference, Philadelphia, 2019
Incompleteness Shocks, by Eduardo Davila and Thomas Philippon, ASSA meeting, Philadelphia, 2018
The quanto theory of exchange rates, by Lukas Kremens and Ian Martin, NBER Summer Institute IAP, Boston, 2017
Credit Shocks in an Economy with Heterogeneous Firms, by Aubhik Khan, Tatsuro Senga and Julia Thomas, Wharton Conference on Liquidity and Financial Crises, Philadelphia, 2014
Asset pricing in the frequency domain: theory and empirics, by Ian Dew-Becker and Stefano Giglio, Macro Finance Society, Columbus, 2013
Aggregate implications of a credit crunch, by Francisco Buera and Benjamin Moll, NBER Summer Institute 2011.
Disaster risk and business cycles, by Francois Gourio, NBER Summer Institute AP 2010
Differences of opinion in an international financial market equilibrium, by Bernard Dumas, Karen Lewis and Emilio Osambela, NBER IFM Fall 2009
Collective Risk Management in a Flight to Quality Episode, by Ricardo Cabelloro and Arvind Krishnamurthy, NY Fed Conference 2008
Inequality, Stock Market Participation, and the Equity Premium by Jack Favilukis, ASSA, New Orleans 2008
Information Immobility and the Home Bias, by Stijn Van Nieuwerburgh and Laura Veldkamp, NBER Summer Institute IFM, Boston 2006
Human Capital, Business Cycles and Asset Pricing, by Min Wei ASSA Boston 2006
Aggregate Asset Pricing, slides from ESSFM Gerzensee 2004 focus sessions
Default Risk, the Exchange Rate and Income Fluctuations in Emerging Economies, by Cristina Arellano, NBER Summer Institute IFM, July 2004
Putting the Breaks on Sudden Stops: the Financial Frictions-Moral Hazard Tradeoff of Asset Price Guarantees, by Bora Durdu and Enrique Mendoza, Federal Reserve Bank of San Francisco, June 2004