Friday, August 19, 2011, 8:30-10:15 am; International Finance
FX Risks and Returns - C4

Session Chair: Magnus Dahlquist, Stockholm School of Economics, SIFR

  • Properties of Foreign Exchange Risk Premiums PDF
    Lucio Sarno 1, Paul Schneider2, Christian Wagner3
    London City University 1; University of Warwick2; Vienna University of Economics and Business3
    • Discussant: Andrea Vedolin, London School of Economics
  • A Transaction Data Study of The Forward Bias Puzzle PDF
    Francis Breedon1, Dagfinn Rime2, Paolo Vitale3
    University of London - Queen Mary1; Norges Bank2; University d'Annunzio3
    • Discussant: Tarun Ramadorai, Saïd Business School
  • Yield Curve Predictors of Foreign Exchange Returns PDF
    Andrew Ang, Joseph Chen
    Columbia University; University of California - Davis
    • Discussant: Henrik Hasseltoft, University of Zurich