Asset Pricing.
Position | Program and Working Group Meetings |
NBER's Program on Asset Pricing met in California on November 13, 2009. NBER Research Associates Leonid Kogan and Jiang Wang, both of MIT, organized the meeting. These papers were discussed:
* Darrell Duffie, Stanford University and NBER, and Bruno Strulovici, Northwestern University, "Capital Mobility and Asset Pricing"
* Krista Schwarz, University of Pennsylvania, "Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads"
* Viral V. Acharya, New York University and NBER; Douglas Gale, New York University; and Tanju Yorulmazer, Federal Reserve Bank of New York, "Rollover Risk and Market Freezes"
* Gerard Hoberg, University of Maryland, and Ivo Welch, Brown University and NBER, "Better Factor...
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