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Session Overview
Session
APE 13: Bond convenience yield
Time:
Friday, 27/Aug/2021:
5:30pm - 7:00pm

Session Chair: Kathy Yuan, London School of Economics and Political Science
Location: Stream 01

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Presentations
ID: 681

Bond Convenience Yields in the Eurozone Currency Union

Zhengyang Jiang4, Hanno Lustig2, Stijn Van Nieuwerburgh1, Mindy Xiaolan3

1Columbia University Graduate School of Business, United States of America; 2Stanford University Graduate School of Business; 3University of Texas at Austin McCombs School; 4Northwestern University Kellogg School of Management

Discussant: Quentin Vandeweyer (University of Chicago: Booth)

681-APE-EFA2021-Bond Convenience Yields in the Eurozone Currency Union.pdf


ID: 334

Safe Asset Carry Trade

Benedikt Ballensiefen1,3, Angelo Ranaldo1,2

1University of St.Gallen; 2Swiss Finance Institute; 3World Bank Group

Discussant: Karamfil Todorov (Bank for International Settlements)

334-APE-EFA2021-Safe Asset Carry Trade.pdf


ID: 1088

The term structure of CIP violations

Patrick Augustin1, Mikhail Chernov2, Lukas Schmid3, Dongho Song4

1Desautels Faculty of Management, McGill University, Canada; 2Anderson School of Management, UCLA; NBER; CEPR, USA; 3Marshall School of Business, USC; CEPR, USA; 4Carey Business School, Johns Hopkins University, USA

Discussant: Ran Shi (London School of Economics)

1088-APE-EFA2021-The term structure of CIP violations.pdf


 
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