Thursday, August 18, 2011, 2:00-3:45 pm; Asset Pricing Theoretical
Ambiguity and Government Policy - C5

Session Chair: Andrea Buraschi, Imperial College London

  • Uncertainty about Government Policy and Stock Prices PDF
    Lubos Pastor, Pietro Veronesi
    University of Chicago
    • Discussant: Lukas Schmid, Duke University
  • Ambiguity Shifts and the 2007-2008 Financial Crisis PDF
    Nina Boyarchenko
    Federal Reserve Bank of New York
    • Discussant: Paul Whelan, Imperial College London
  • Ambiguity and Rollover Risk: A Possible Explanation for Market Freezes? PDF
    Francesca Rinaldi
    Banque de France
    • Discussant: Maxim Ulrich, Columbia University