Identification of Factor Risk Premia
Maziar Mahdavi Kazemi1, Peter Hansen2
1Arizona State University; 2Purdue University
Discussant: Julian Thimme (Karlsruhe Institute of Technology)
Crypto Carry
Karamfil Todorov1, Maik Schmeling2, Andreas Schrimpf1
1Bank for International Settlements; 2Goethe University Frankfurt
Discussant: Shihao Yu (Columbia University)