CONFERENCE PROGRAM
June 22, 2015, CBS Flintholm Campus

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08:15

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09:00      

Registration and Coffee

 

09:00

-

09:15

Opening Remarks
Christian Wagner, Copenhagen Business School

Peter Nielsen, BlackRock

David Lando, Copenhagen Business School

 

Session 1 (Chair: David Lando, Copenhagen Business School)

 

09:15

-

10:00

World Asset Markets and the Global Financial Cycle
Hélène Rey, London Business School

 

10:00

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10:45

Economic Momentum and Currency Returns
Magnus Dahlquist, Stockholm School of Economics
Henrik Hasseltoft, University of Zurich and SFI

Discussant: Philippe Mueller,

London School of Economics

10:45

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11:15

Coffee Break

 

Session 2 (Chair: Jesper Rangvid, Copenhagen Business School)

 

11:15

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12:00

Exchange Rates, Interest Rates and the Global Carry Trade
Martin D. D. Evans, Georgetown University
Dagfinn Rime, BI Norwegian Business School

 

Discussant: Michael Melvin,

BlackRock

12:00

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12:45

Not So Disconnected: Exchange Rates and the Capital Stock
Tarek Hassan, University of Chicago (Booth)
Thomas M. Mertens, New York University (Stern)
Tony Zhang, University of Chicago (Booth)

 

Discussant: Anna Pavlova,

London Business School

12:45

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13:45

Lunch

 

Session 3 (Chair: Søren Hvidkjær, Copenhagen Business School)

 

13:45

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14:30

Risk Sharing in International Economies and Market Incompleteness
Gurdip Bakshi, University of Maryland
Mario Cerrato, Glasgow University
John Crosby, Glasgow University and Grizzly Bear Capital

 

Discussant: Riccardo Colacito, University of North Carolina

14:30

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15:15

The International CAPM Redux
Francesca Brusa, University of Oxford
Tarun Ramadorai, University of Oxford and CEPR
Adrien Verdelhan, MIT Sloan and NBER

 

Discussant: Bernard Dumas,

INSEAD

15:15

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15:45

Coffee Break

 

Session 4 (Chair: Giorgio Valente, City University of Hong Kong)

 

15:45

-

16:30

Information Barriers in Global Markets - Evidence
from International Subcontracting Relationships

Massimo Massa, INSEAD
David Schumacher, McGill University

 

Discussant: Laura Veldkamp,

New York University

16:30

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17:15

Keynote 2: Efficiently Inefficient Markets
Lasse Heje Pedersen, Copenhagen Business School

 

17:15

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17:20

Closing Remarks: Giorgio Valente, City University of Hong Kong

 

17:20

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18:00

Reception

 

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Program in PDF

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