July 6-9, 2023, Online and Onsite in Shanghai, China

Session Details

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Session

International Finance and Commodity

Time:Saturday, July 8, 2023 13:30 - 15:15Location:Stream 2Session Chair:Kalok Chan, The Chinese University of Hong Kong Zoom:

Dollar and Carry Redux

Sining Liu, The University of Hong Kong

Thomas Maurer, The University of Hong Kong

Andrea Vedolin, Boston University

Yaoyuan Zhang, The University of Hong Kong

 Presenter: Sining Liu, The University of Hong Kong

 Discussant: Chanik Jo, The Chinese University of Hong Kong

Term Premia Co-movement and Global Trade Network

Ai Jun Hou, Stockholm University

Caihong Xu, Stockholm University

Xiaoxia Ye, University of Liverpool

 Presenter: Caihong Xu, Stockholm University

 Discussant: Jiangze Bian, University of International Business and Economics

A 'Bad Beta, Good Beta' Anatomy of Currency Risk Premiums and Trading Strategies

I-Hsuan Ethan Chiang, University of North Carolina at Charlotte

Xi Nancy Mo, University of Mary Hardin-Baylor

 Presenter: Xi Nancy Mo, University of Mary Hardin-Baylor

 Discussant: Jing Xie, University of Macau

Hedging Macro Risks of Commodity-Dependent Economies

Yifan Ma, Erasmus University Rotterdam

Marta Szymanowska, Erasmus University Rotterdam

 Presenter: Yifan Ma, Erasmus University Rotterdam

 Discussant: Yang Liu, The University of Hong Kong

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