Discussion of “A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt”
by Eric Swanson (SF Fed, November 2015) [Slides]
- Type: Discussions
Discussion of “A Preferred-Habitat Model of Term Premia and Currency Risk’ and ‘A Quantity-Driven Theory of Term Exchange Rates”
by Gourinchas, Ray and Vayanos, Greenwood, Hanson, Stein and Sunderam [Slides]
- Type: Discussions
Discussion of “Asset Pricing with Countercyclical Household Consumption Risk”
by Anisha Ghosh and George Constantinides (NBER, July 2015) [Slides]
- Type: Discussions
Discussion of “Asset Pricing with Endogenously Uninsurable Tail Risks”
by Hengjie Ai and Anmol Bhandari. [Slides]
- Type: Discussions
Discussion of “Capital Share Risk and ShareholderHeterogeneity in U.S. Stock Pricing”
by Martin Lettau, Sydney Ludvigson and S. Mai [Slides]
- Type: Discussions
Discussion of “Carry Trades and Currency Crashes”
by Markus Brunnermeier, Stefan Nagel and Lasse Pedersen, in NBER Macro Annual 2008, edited by Daron Acemoglu, Kenneth Rogoff and Michael Woodford, University of Chicago Press. [Link]
- Type: Discussions
Discussion of “Drifting Apart”
by Stavros Panageas, Nicolae Garleanu, Dimitris Papanikolaou and J. Yu (Duke-UNC AP Conference). [Slides]
- Type: Discussions
Discussion of “Horizon-specific macro-economic risks”
by Martijn Boons and Andrea Tamoni (AFA, 2016). [Slides]
- Type: Discussions
Discussion of “Microeconomic uncertainty, international trade and aggregate fluctuations”
by George Alessandria, Horag Choi, Joseph Kaboski and Virgiliu Midrigan, Carnegie-Rochester-NYU Conference on Public Policy, Journal of Monetary Economics (2015). [Link]
- Type: Discussions
Discussion of “Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraints”
in Monetary Policy and Asset Prices (2008), edited by John Y. Campbell, University of Chicago Press.
- Type: Discussions
Discussion of “Panel Discussion on the Future of International Finance”
NBER Asset Pricing Meeting [Link]
- Type: Discussions
Discussion of “Precautionary Savings in Stocks and Bonds”
by Carolin Pflueger, Emil Siriwardane and Adi Sunderam (SF Fed, October 2017) [Slides]
- Type: Discussions
Discussion of “The Carry Trade and Uncovered Interest Rate Parity when Markets Are Incomplete”
by Jack Favilukis, Lorenzo Garlappi and Sajjad Neamat (Adam Smith Conference, March 2015) [Slides]
- Type: Discussions
Discussion of “The Global Price of Risk and Stabilization Policies”
by Tobias Adrian, Daniel Stackman and Erik Vogt (IMF ARC Conference, October 2017) [Slides]
- Type: Discussions
Discussion of “Understanding the Equity premium Puzzle”
by George Constantinides, in Handbook of the Equity Premium (2007), edited by R. Mehra, Elsevier
- Type: Discussions