15
September
8:00 — 17:00
CBS Flintholm Campus
CBS Flintholm Campus, Stig Lommers Plads 2, Frederiksberg, 2000, Denmark
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The IF2015 Annual Conference in International Finance is designed to bring together leading researchers in a stimulating environment. They will present recent studies on international financial markets and provide the basis for a fruitful debate among researchers, policy makers and market participants on all aspects of International Finance. The conference will take place on June 22, 2015 at Flintholm Campus, Copenhagen Business School.

Program

08.15
Registration and Coffee

09.00
Opening remarks
Christian Wagner, Copenhagen Business School
David Lando, Copenhagen Business School
BlackRock

Session 1 (Chair: David Lando, Copenhagen Business School)

09.15
Keynote 1
Hélène Rey, London Business School

10.00
Economic momentum and currency returns
Magnus Dahlquist, Stockholm School of Economics
Henrik Hasseltoft, University of Zurich and SFI
Discussant: Philippe Mueller, London School of Economics

10.45
Coffee break

Session 2 (Chair TBA)

11.15
Not so disconnected: exchange rates and the capital stock
Tarek Hassan, University of Chigaco
Thomas M. Mertens, New York University
Tony Zhang, University of Chicago
Discussant: Anna Pavlova, London Business School

12.00
Exchange Rates, Interest Rates and Global Carry Trade
Martin D. D. Evans, Georgetown University
Dagfinn Rime, BI Norwegian Business School

Discussant: Michael Melvin, BlackRock
12.45
Lunch

Session 3 (Chair Søren Hvidkjaer, Copenhagen Business School)

13.45
Risk sharing in international economics and market incompleteness
Gurdip Bakshi, University of Maryland
Mario Cerrato, Glasgow University
John Crosby, Glasgow University and Grizzly Bear Capital
Discussant: Riccardo Colacito, University of North Carolina

14.30
The International CAPM Redux
Francesca Brusa, University of Oxford
Tarun Ramadorai, University of Oxford and CEPR
Adrien Verdelhan, MIT Sloan and NBER

Discussant: Bernard Dumas, INSEAD
15.15
Coffee break

Session 4 (Chair TBA)

15.45
Subcontracting in International Asset Management: New Evidence on Market Integration
Massimo Massa, INSEAD
David Schumacher, McGill University

Discussant: Laura Veldkamp, New York University
16.30
Keynote 2: Efficiently Inefficient Markets
Lasse Heje Pedersen, Copenhagen Business School

17.15
Closing remarks: Giorgio Valente, City University of Hong Kong
17.20
Reception

Priser

Medlemmer: kr. 650
Ikke-medlemmer: kr. 1500

Details

Date:
15. September 2017
Time:
8:00 - 17:00