Discussions
Risk preferences Implied by Synthetic Options
by Dew-Becker and Giglio
NBER Summer Institute Asset Pricing Workshop, July 2023 [slides]
NBER Macro Annual 2023 Discussion of "MacroPru in the Shadow of Declining Balance Sheet Model of Banking"
by Buchak, Matvos, Piskorski, and Seru
NBER Macro Annual 2023 [slides]
Will Central Bank Digital Currency Disintermediate Banks
by Whited, Wu, and Xao
CB&DC Virtual Seminar, November 18, 2022 [slides]
Debt as Safe Asset
by Brunnermeier, Merkel, and Sannikov
9th Workshop on production-based asset pricing, 2021 [slides]
Dynamic Banking and the Value of Deposits
by Bolton, Li, Wang, and Yang
Cambridge Corporate Finance Theory Symposium, 2021 [slides]
A Long and a Short Leg Make for a Wobbly Equilibrium
by Garleanu, Panageas, and Zheng
NBER Summer Institute Asset Pricing Workshop, July 2021 [slides]
Public Debt and the Slope of the Term Structure
by Thien Nguyen
CICF 2021 [slides]
On the (Im)Possibility of Estimating Expected Return from Risk-Neutral Variance
by Valery Polkovnichenko
AFA, January 2021 [slides]
The Dollar and the Global Price of Risk
by Rohan Kekre and Moritz Lenel
Virtual Finance Workshop, August 2020 [slides]
Volatility Expectations and Returns
by Lars Lochstoer and Tyler Muir
SFS Cavalcade, May 2020 [slides]
Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation
by Wang, Whited, Wu and Xiao
AFA, San Diego, January 2020 [slides]
Costly Short Sales and Nonlinear Asset Pricing
by Evgeniou, Hugonnier and Prieto
AFA, San Diego, January 2020 [slides]
Do Banks Have an Edge?
by Juliane Begenau and Erik Stafford
NBER Corporate Finance/Risk of Financial Institutions Summer Institute, 2018, [slides]
Macroeconomic Tail Risks and Asset Prices
by David Schreindorfer
SFS Cavalcade, May 2018, [slides]
Do Intermediaries Matter for Aggregate Asset Prices
by Valentin Haddad and Tyler Muir
Wharton Conference on Liquidity and Financial Fragility, October 2017, [slides]
A First Glimpse Into the Short Side of Hedge Funds
by Jaewon Choi, Neil Pearson and Shastri Sandy
AFA, Chicago, 2017, [slides]
Bank Exposure and Sovereign Stress Transmission
by Carlo Altavilla, Marco Pagano, and Saverio Simonelli
NBER Capital Markets and the Economy Workshop, July 2016, [slides]
On the Optimal Inflation Rate
by Markus Brunnermeier and Yuliy Sannikov
AEA, San Francisco, 2016, [slides]
The Price of Variance Risk
by Ian Dew-Becker, Stefano Giglio, Anh Le and Marius Rodriguez
NBER Asset Pricing Fall Meeting, 2015, [slides]
Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds
by Tobias Adrian, Richard Crump and Erik Vogt
Volatility Institute Conference, April 2015, [slides]
Short Selling Risk
by Joseph Engelberg, Adam Reed and Matthew Ringgenberg
Rodney White Center Conference, March 2015, [slides]
Monetary Policy and Macroprudential Policy based on ``The I Theory of Money''
by Markus Brunnermeier and Yuliy Sannikov
AEA, Boston, January 2015, [slides]
Do Hedge Funds Exploit Rare Disaster Concerns?
by George Gao, Pengjie Gao, and Zhaogang Song
AFA, Boston, January 2015, [slides]
Liquidity Risk and the Dynamics of Arbitrage Capital
by Peter Kondor and Dimitris Vayanos
NBER Asset Pricing Summer Institute, July 2014, [slides]
Banks, Liquidity Management, and Monetary Policy
by Javier Bianchi and Saki Bigio
BU/Boston Fed Conference on Macro-Finance Linkages, October 2013, [slides]
Decomposing Euro-area Sovereign Spreads: Credit and Liquidity Risks
by Alain Monfort and Jean-Paul Renne
Fifth Annual Volatility Institute Conference, April 2013, [slides]
The Cost of Financial Frictions for Life Insurers
by Ralph Koijen and Motohiro Yogo
Wharton Conference on Liquidity and Financial Crises, October 2012, [slides]
Variance Swaps
by Ian Martin
NBER Asset Pricing Summer Institute, July 2012, [slides]
Fund Convexity and Tail Risk Taking
By Jerchern Lin
Fourth Annual Volatility Institute Conference, April 2012, [slides]
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
by Tim Bollerslev, Natalia Sizova and George Tauchen
NBER Asset Pricing Fall Meeting, November 2011, [slides]
Ambiguity Shifts and the 2007-08 Financial Crisis
by Nina Boyarchenko
Carnegie-Rochester-NYU Conference, Fall 2011, [slides]
The Chinese Warrants Bubble
by Wei Xiong and Jialin Yu
AFA, January 2011, [slides]