"Macro Economic Factors & Finance"
Grand Hotel, Stockholm, Sweden
Papers
Opening of the seminar and key note address: Views on the equity premium
Rajnish Mehra (Arizona State University)
A Protocol for Factor Identification
Kuntara Pukthuanthong )(University of Missouri) and Richard Roll (CalTech
Tutorial: Term Structure Models
Greg Duffee (Johns Hopkins University)
Sovereign Debt Crises and Financial Contagion
Brent Glover* and Seth Richards-Shubik (Tepper School of Business, Carnegie Mellon University)
Sovereign Risk and Currency Returns
Christian Wagner, Pasquale Della Corte*, Lucio Sarno and Maik Schmeling, (Copenhagen Business School)
Expected Inflation and other Determinants of Treasury Yields
Greg Duffee (Johns Hopkins University)
Macroeconomic Variables and the Term Structure: Long-Run and Short-Run Dynamics
Kris Jacobs*, Hitesh Doshi and Rui Liu (C.T. Bauer College of Business, University of Houston)