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The 9th BI-ShoF Conference on Asset Pricing and Financial Econometrics

Program

Each paper has 45 minutes, which are divided as follows:

  • 25 minutes for the presentation,
  • 15 minutes for the discussion,
  • 5 minutes for the presenter to reply to the discussant and take questions from the audience.

Presenters and discussants are kindly asked to upload their slides on the computer before the start of their session.

Program

08:30-09:00: Registration and Opening Remarks

Registration and Opening Remarks.

09:00 - 10:30: Session 1

Chair: (BI)

09:00 - 09:45: Production-Based Exchange Rates

  • (BI)
  • Discussant: (BU)

09:45 - 10:30:

  • (MIT)
  • Discussant: (BI)
10:30 - 11:00:聽Coffee break

Coffee break.

11:00 - 12:30: Session 2

Chair: Costas Xiouros (BI)

11:00 - 11:45: 

  • (Yale)
  • Discussant: (BI)

11:45 - 12:30: 

  • (SSE)
  • Discussant: (Yale)
12:30 - 14:00:聽Lunch

Fine dining area, BI, A7.

Take the elevator in the center of the building or use the stairs to the restaurant on the 7th floor.

14:00 - 15:30: Session 3

Chair: (BI)

14:00 – 14:45: 

  • (LSE)
  • Discussant: (BI)

14:45 - 15:30: Jensen Bounds: Testable Restrictions on International Asset Pricing Models

15:30 - 16:00: Coffee break

Coffee break.

16:00 - 17:30: Session 4

Chair: (BI)

16:00 - 16:45: Cookies and Online Shopping

  • (Columbia)
  • Discussant: (BI)

16:45 - 17:30: 

  • (McGill)
  • Discussant: (BI)
18:30:聽Conference dinner (by invitation only)

Departure from the BI reception at the main entrance. For those going on their own, please be at before 19:30.