Class presentations:

“A habit-based explanation of the exchange rate risk premium” (Verdelhan) Slides

“Inflation bets or deflation hedges? The changing risks of nominal bonds” (Campbell et al.) Slides

“Equilibrium Credit spreads” (Gomes and Schmid) Slides

“Asset pricing and the credit market” (Longstaff and Wang) Slides

“Financially constrained stock returns” (Xin) Slides

“Young, old, conservative and bold” (Panageas and Garleanu) Slides

“Disasters Options-implied” (Backus, Chernoff and Martin) Slides

“Asset pricing with heterogeneous beliefs” (Basak) Slides

“Margin-based asset pricing and deviations from the law of one price” (Garleanu and Peddersen) Slides

“Economic catastrophe bonds” (Jurek, Coval and Stafford) Slides

"The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks" (Swanson and Rudebusch) Slides

“Housing, consumption and asset pricing” (Piazzesi, Schneider and Tuzel) Slides