Asset Pricing Program Meeting
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Stefan Nagel, Kenneth J. Singleton
Estimation and Evaluation of Conditional Asset Pricing Models -
Darrell Duffie, Bruno Strulovici
Capital Mobility and Asset Pricing -
Krista Schwarz
Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads -
Ivo Welch, Gerard Hoberg
Better Factor Portfolios and Pricing Book-to-Market Characteristics with the Fama-French Factor Model -
Igor Makarov, Guillaume Plantin
Equilibrium Subprime Lending -
Viral V. Acharya, Douglas Gale, Tanju Yorulmazer
Rollover Risk and Market Freezes
Send questions to the NBER Conference Department (confer@nber.org).