Saturday, August 20, 2011, 10:30-12:15 pm; Asset Pricing Empirical
Bond Pricing II - B1

Session Chair: Fousseni Chabi-Yo, The Ohio State University

  • Macroeconomic Uncertainty, Difference in Beliefs, and Bond Risk Premia PDF 
    Andrea Buraschi, Paul Whelan
    Imperial College London
    • Discussant: Doriana Ruffino, University of Minnesota
  • The Issuer-Pay Rating Model and Rating Inflation: Evidence from Corporate Credit Ratings PDF
    G√ľnter Strobl, Han Xia
    University of North Carolina at Chapel Hill
    • Discussant: Philip Valta, HEC- Paris
  • Sovereign Risk Premia PDF
    Nicola Borri, Adrien Verdelhan
    LUISS Guido Carli; Massachusetts Institute of Technology
    • Discussant: Andrea Vedolin, London School of Economics