Venue
Cliftons, Majestic Centre
Cliftons, Majestic Centre, 100 Willis Street, Level 28, Room: 28.09 Wellington, New Zealand

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Event Date Thu Dec 13 NZDT - Fri Dec 14 NZDT (almost 3 years ago)
In your timezone (EST): Wed Dec 12 2:00pm - Thu Dec 13 11:00pm
Location Cliftons, Majestic Centre
100 Willis Street, Level 28, Room: 28.09 Wellington, New Zealand
Region APAC
Details

We invite authors to submit papers with a macro-finance theme. Examples of potential topics include, but are not limited to, the following:
• Common/fundamental drivers of financial market and macroeconomic data
• Identification of monetary policy shocks from financial market data
• Influences of time-varying risk premiums and precautionary savings on financial markets and the macroeconomy
• Inferring macroeconomic expectations embedded in financial market variables
• Joint models of the term structure and macroeconomic data
• Exchange rate models with a macroeconomic dimension
• Resolving exchange rate and equity risk premium puzzles from macroeconomic expectation and risk perspectives
• Monetary policy transmission into financial markets and the macroeconomy

Speakers

2018 Speakers

Monika Piazzesi
Stanford University

Martin Schneider
Stanford University

Jonathan Wright
Johns Hopkins University