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4th Asset Pricing Conference by LTI@UniTO

5 October 2021 @ 09:50 - 17:50

 

  • Past event

Details

Date:
5 October 2021
Time:
09:50 - 17:50
Event Category:
Event Tags:
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Academic Events

This one-day conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars.

Conference Program

09:50 – 10:00. Welcome

Speaker: Pietro Garibaldi (CCA)

10:00 – 10:50. What Makes Local Currency Bonds Riskier in the Long Run?

Speaker: Pasquale Della Corte (Imperial), Discussant: Max Croce (Bocconi)

10:50 – 11:10. Coffee Break

11:10 – 11:50. Credit Market Equivalents and the Valuation of Private Firms

Speaker: Roberto Steri (Luxembourg), Discussant: Loriana Pelizzon (Venice)

11:50 – 12:40. Subjective Risk Premia on Foreign Bonds

Speaker: Ilaria Piatti (Queen Mary), Discussant: Adrian Buss (INSEAD)

12:40 – 14:00. Lunch Break

14:00 – 14:50. Wealth Inequality, Aggregate Risk, and Asset Prices

Speaker: Harjoat Bhamra (Imperial), Discussant: Fabio Trojani (Unige)

14:50 – 15:40. The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times

Speaker: Alberto Plazzi (USI), Discussant: Christian Schlag (Goethe)

15:40 – 16:10. Coffee Break

16:10 – 17:00. Dynamic Equity Slope

Speaker: Matthijs Breugem (CCA), Discussant: Alessandro Graniero (BI Oslo)

17:00 – 17:50. Job Market Paper AwardCash Heterogeneity and the Payout Channel of  Monetary Policy
Speaker: Altan Pazarbasi (Frankfurt School), Discussant: Bernard Dumas (INSEAD)