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4th Asset Pricing Conference by LTI@UniTO

5 October 2021 @ 09:30 - 18:00

 

Details

Date:
5 October 2021
Time:
09:30 - 18:00
Event Category:
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: Garibaldi (CCA)

10:00 – 10:50. Dynamic Equity Slope

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

10:50 – 11:10. Coffee Break

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

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

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

Speaker: Whelan (CBS), Discussant:  Buss (INSEAD)

12:40 – 14:00. Lunch Break

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

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

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

Speaker: (USI), Discussant: Schlag (Goethe)

15:40 – 16:10. Coffee Break

16:10 – 17:00. What Makes Local Currency Bonds Riskier in the Long Run?

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

17:00 – 17:50. Cash Heterogeneity and the Payout Channel of  Monetary Policy

Speaker: Pazarbasi (Frankfurt School), Discussant: Dumas (INSEAD)