Conference Time: 19th Apr 2024, 06:45:55pm CEST
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A3: Empirical Asset Pricing III
Time:
Friday, 31/Mar/2023:
2:00pm - 3:45pm
Session Chair: Alex Weissensteiner , Free University of Bozen-Bolzano
Location: Room "Auditorium"
Presentations
Horizon effects in the pricing kernel: How investors price short-term versus long-term risks
Joren Koëter 1 , Joost Driessen2 , Ole Wilms3
1 Rotterdam School of Management, Erasmus University, The Netherlands; 2 Tilburg University, The Netherlands; 3 Hamburg University, Germany
Discussant: Jonas Nygaard Eriksen (Aarhus University)
Is there an Equity Duration Premium?
Dominik Rudolf Walter 1 , Rüdiger Weber2
1 Vienna Graduate School of Finance, Austria; 2 Vienna University of Economics and Business, Austria
Discussant: Emmanouil Platanakis (University of Bath)
Subjective expectations and house prices
Jonas Nygaard Eriksen 1 , Jeppe Bro2
1 Aarhus University, Denmark; 2 Norges Bank Investment Management, Norway
Discussant: Christoph Meinerding (Deutsche Bundesbank)
