Conference Agenda

Session

Asset Prices

Time:

Saturday, 14/Mar/2026:

8:00am - 9:45am

Session Chair: Ram Yamarthy, Federal Reserve Board of Governors

Location: Pacific 1

Presentations

Culling the Factor Zoo

Gurdip Bakshi¹, Tim Christensen², John Crosby³, Xiaohui Gao¹

¹Temple University; ²Yale University; ³Old Dominion University

Discussant: Fotis Grigoris (University of Iowa)

Currency Basket Co-movements

Geert Bekaert¹, Andrey Ermolov²

¹Columbia University; ²Fordham University

Discussant: John Crosby (Old Dominion University)

Dissecting Demand in the MBS Market

Andrea Vedolin, Jinyuan Zhang

Boston University

Discussant: Yu An (Johns Hopkins University)