Discussion of “A Macroeconomic Model of Equities and Real, Nominal, and Defaultable Debt”
by Eric Swanson (SF Fed, November 2015)
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
Discussion of “Asset Pricing with Countercyclical Household Consumption Risk”
by Anisha Ghosh and George Constantinides (NBER, July 2015)
Discussion of “Asset Pricing with Endogenously Uninsurable Tail Risks”
by Hengjie Ai and Anmol Bhandari.
Discussion of “Capital Share Risk and ShareholderHeterogeneity in U.S. Stock Pricing”
by Martin Lettau, Sydney Ludvigson and S. Mai
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]
Discussion of “Drifting Apart”
by Stavros Panageas, Nicolae Garleanu, Dimitris Papanikolaou and J. Yu (Duke-UNC AP Conference).
Discussion of “Horizon-specific macro-economic risks”
by Martijn Boons and Andrea Tamoni (AFA, 2016).
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).
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.
Discussion of “Precautionary Savings in Stocks and Bonds”
by Carolin Pflueger, Emil Siriwardane and Adi Sunderam (SF Fed, October 2017)
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)
Discussion of “The Global Price of Risk and Stabilization Policies”
by Tobias Adrian, Daniel Stackman and Erik Vogt (IMF ARC Conference, October 2017)
Discussion of “Understanding the Equity premium Puzzle”
by George Constantinides, in Handbook of the Equity Premium (2007), edited by R. Mehra, Elsevier