Asset Prices, Finance and Macroeconomics

The information below is for the most recent edition of the BSE Summer Forum Workshop on Asset Prices, Finance and Macroeconomics (2018).

The workshop will cover a range of topics at the intersection of macroeconomics and finance, with an objective to bring together top junior and senior researchers working at the intersection of these fields.

Workshop organizers

• Vladimir Asriyan (CREI, UPF and BSE) 
• Andrea Caggese (UPF and BSE) 
• Priit Jeenas (UPF and BSE)
• Alberto Martín (ECB, CREI and BSE)
• Victoria Vanasco (CREI and BSE)
• Jaume Ventura (CREI, UPF and BSE)

Previous editions

Speakers appear in the order in which they presented during the workshop.

2020 Edition

This edition took place in the framework of the BSE Research Webinars.

• Eduardo Zilberman (PUC, Rio)
  “Speculation-DrivenBusiness Cycles” (with Saki Bigio)
  Discussant: Juliana Salomao (U. of Minnesota, Carlson)
• Priit Jeenas (UPF and BSE)
  “Q-Monetary Transmission” (with R. Lagos)
  Discussant: Pascal Paul (FRB San Francisco)  
• Diego Anzoategui (Rutgers University)
  “(In)efficientCredit Booms: The Role of Collateral” (with J. Martinez, P. Rabanal and F. Unsal)
  Discussant: Daniel Neuhann (UT Austin, McCombs)
• Guillermo Ordóñez (University of Pennsylvania)
  “The Supply and Demand for Safe Assets” (with G. Gorton)
  Discussant: Ryan Chahrour (Boston College) 
• Victoria Vanasco (CREI and BSE)
  “Interest Rates, Asset Prices and the Allocation of Credit” (with Vladimir Asriyan, Alberto Martin and Alejandro Van der Ghote)
  Discussant: David Martinez-Miera (U. Carlos III)
• Wenhao Li (University of Southern California)
  “Dissecting Mechanisms in Financial Crises: Intermediation and Sentiment” (with A. Krishnamurthy)
  Discussant: Alp Simsek (MIT)
• Min Ouyang (Tsinghua U., School of Economics and Management)
  “Corruption as Collateral”
  Discussant: Isaac Baley (UPF and BSE)
• Dmitry Kuvshinov (UPF and BSE)
  “The Expected Return on Risky Assets: International Long-run Evidence” (with K. Zimmermann)
  Discussant: Kinda Hachem (U. of Virginia, Darden) 
• Laura Veldkamp (Columbia University)
  “Where Has All the Data Gone?” (with M. Farboodi, A. Matray and V. Venkateswaran)
  Discussant: Gaetano Gaballo (HEC Paris)  

2018 Edition

 

2017 Edition

 

2016 Edition

 

2015 Edition

This edition was titled, "Workshop on Finance and Macroeconomics."