Conference Agenda

Session

A2: Empirical Asset Pricing II

Time:

Friday, 31/Mar/2023:

11:20am - 12:30pm

Session Chair: Ines Chaieb, University of Geneva

Location: Room "Auditorium"

Presentations

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)