| Speaker(s) | Type | Length | Chair | ||
|---|---|---|---|---|---|
| Yaoyuan Zhang Kristy Jansen Rodrigo Guimaraes Jantje Sönksen Chuanping Sun | Contributed |
|
8:30
|
120
mins |
Chuanping Sun
|
Papers
(Listed in order of speakers above)
Global Evidence on Unspanned Macro Risks in Dynamic Term Structure Models
Read paperLong-term investors and the yield curve
Observed macroeconomic tail risk and asset prices: new long term evidence
Diverging roads: Theory-based vs. machine learning-implied stock risk premia
Read paperDissecting the Factor Zoo: A Correlation-Robust Approach
Read paper