SGF Conference 2026 Annual Meeting of the Swiss Society for Financial Market Research (SGF Conference)

March 27, 2026 | Zurich, Switzerland

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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Session

D1: Macro Forces and Valuation

Time:

Friday, 27/Mar/2026:

9:00am - 10:45am

Session Chair: Sebastian Hillenbrand, Harvard Business School

Location: Room "Venture"

Presentations

The Global Credit Cycle

Nina Boyarchenko^1,2, Leonardo Elias¹

1: Federal Reserve Bank of New York, United States of America; 2: CEPR

Discussant: Pasquale Della Corte (Imperial College London)

Macro Strikes Back:Term Structure of Risk Premia

Svetlana Bryzgalova¹, Jiantao Huang², Christian Julliard³

1: London Business School; 2: The University of Hong Kong; 3: London School of Economics

Discussant: Can Gao (University of St.Gallen and Swiss Finance Institute)

Price-to-Trend Ratios: Return Predictability and Stock-Price Decompositions

Sebastian Hillenbrand¹, Odhrain McCarthy²

1: Harvard Business School; 2: NYU Stern

Discussant: Oleg Gredil (Tulane University)