Conference Time: 2nd June 2024, 05:39:46pm CEST
Conference Agenda
Please note that all times are shown in the time zone of the conference. The current conference time is: 2nd June 2024, 05:39:46pm CEST
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AP 01: Asset price reactions to FOMC announcements
Time: Thursday, 22/Aug/2024: 9:00am - 10:30am
Session Chair: Pierre Collin-Dufresne, EPFL and Swiss Finance Institute
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Location: Reduta | Columned Hall (floor 1)
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Presentations
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ID: 517
Movements in Yields, not the Equity Premium: Bernanke-Kuttner Redux
Stefan Nagel1, Zhengyang Xu2
1University of Chicago; 2City University of Hong-Kong
Discussant: Emanuel Moench (Frankfurt School of Finance and Management)
ID: 932
Tail Risk around FOMC Announcements
Xuhui Nick Pan3, Kris Jacobs1, Sai Ke2
1University of Houston; 2University of Mississippi; 3University of Oklahoma, United States of America
Discussant: Christian Wagner (WU Vienna University of Economics and Business)
ID: 2172
Risk Premia, Subjective Beliefs, and Forward Guidance
Paymon Khorrami, Anna Cieslak
Duke University, United States of America
Discussant: Mungo Wilson (University of Oxford)
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