[14] Uncertainty and Economic Activity: A Multi-Country Perspective

        by Ambrogio Cesa-Bianchi, Hashem M. Pesaran, and Alessandro Rebucci                      AEA, San Diego, CA, January 2020

  [13] Global Capital and the Cross-Section of International Equity Return Comovement

        by Thummim Cho, and Argyris Tsiaras                                                                                AFA, San Diego, CA, January 2020

  [12] Housing Cycle and Exchange Rates

        by Sai Ma, and Shaojun Zhang                                                                                            AFA, San Diego, CA, January 2020

  [11] What Interbank Rates Tell Us About Time-Varying Disaster Risk [slides]

        by Hitesh Doshi, Hyung Joo Kim, and Sang Byung Seo                                                FMA, New Orleans, LA, October 2019

  [10] Arbitrage Portfolios [slides]

        by Soohun Kim, Robert A. Korajczyk, Andreas Neuhierl                                                   CICF, Guangzhou, China, July 2019

  [9] Higher-Order Risk Premium, Stock Return Predictability, and Rare Event Dynamics [slides]

        by Zhenzhen Fan, Xiao Xiao, Hao Zhou                                                                            CICF, Guangzhou, China, July 2019

 

  [8] Expectations Uncertainty and Household Economic Behavior [slides]

        by Itzhak Ben-David, Elyas Fermand, Camelia M. Kuhnen, Geng Li                     WFA, Hungtington Beach, CA, June 2019

 

  [7] Subjective Model Uncertainty, Variance Risk Premium, and Speculative Trading [slides]

        by Ming Guo and Hao Zhou                                                                                                    CIRF, Hangzhou, December 2018

 

  [6] Location Choice, Portfolio Choice [slides]

        by Ioannis Branikas, Harrison Hong, Jiangmin Xu                                   HKUST Finance Symposium, HK, December 2018

 

  [5] Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds [slides]

        by John Ammer, Stijn Claessens, Alexandra Tabova, Caleb Wroblewski                                         EFA, Warsaw, August 2018

 

  [4] Media Network Based Investors’ Attention: A Powerful Predictor of Market Premium [slides]

        by Li Guo, Lin Peng, Yubo Tao, Jun Tu                                                                                                 CICF, Tianjin, July 2018

 

  [3] Break Risk [slides]

        by Simon C. Smith and Allan Timmermann                                                                            SFS Cavalcade at Yale, May 2018

 

  [2] What the Variance Risk Premium tells us about the Expected Market Returns 

        by Sung June Pyun                                                                                                               28th AFBC, Sydney, December 2015

 

  [1] Risk, Unemployment, and the Stock Market: A Rare-Events-Based Explanation of Labor Market Volatility 

        by Mete Kilic and Jessica A. Wachter                                                                                          15th TADC, London, May 2015

 

 

© 2019 by Nancy R. Xu, Boston College

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