Booth Asset Pricing Working Group
| Date | Topic | Presenter | Paper |
|---|---|---|---|
| Apr 07 W 09:00am | Fiscal Theory & Inflation | Aditya | The Fiscal Roots of Inflation, Fiscal Theory of Monetary Policy with Partially Repaid Debt |
| Apr 14 W 09:00am | Fiscal Theory & Inflation | Will | The Debt Valuation Puzzle |
| Apr 21 W 09:00am | Fiscal Theory & Inflation | Will | Cochrane’s partial rebuttal |
| Apr 28 W 09:00am | Monetary Policy & International Finance | Michael | Quantifying U.S. Treasury Investor Optimism, Bond convenience yields in the Eurozone Currenct Union |
| May 05 W 09:00am | Monetary Policy & International Finance | Zhiyu | Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model (Walker Ray), How Monetary Policy Shaped the Housing Boom (Itamar Dreschler, Alexi Savov, and Philipp Schnabl) |
| May 12 W 09:00am | Monetary Policy & International Finance | Rayhan | Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion (Pflueger and Rinaldi), The Economics of the Fed Put (Anna Cieslak and Annette Vissing-Jorgensen) |
| May 19 W 09:00am | Monetary Policy & International Finance | Blair | Macroeconomic Drivers of Bond and Equity Risks (Campbell, Pflueger, Viceira), Monetary Policy and Asset Valuation (Bianchi, Lettau, and Ludvigson) |
| Jun 09 W 09:00am | Concentration & Market Power | Simon | Global footprints of monetary policies, Rey et al., The Hedging Channel of Exchange Rate Determination |