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