Discussion Slides

The Components of the CDS Bid-Ask Spreads: A Reduced Form Approach,

by Jennie Bai, May Hu, Xiaoxiao Ye and Fan Yu; discussion given at the CBOE Derivatives conference in November 2021

Pricing Mortgage Stress: Lessons from Hurricanes and Credit Risk Transfer,

by Pedro Gete, Athena Tsouderou and Susan Wachter; discussion given at the San Francisco Fed conference on Housing, Financial Markets and Monetary Policy in October 2021

Dynamic Banking with Non-Maturing Deposits,

by Urban Jermann and Haotian Xiang; discussion given at the EFA conference in August 2021

Intermediary Loan Pricing,

by Pierre Mabille and Olivier Wang; discussion given at the Junior European Finance seminar in February 2021

Housing Wealth as Precautionary Savings: Evidence from Urban China,

by Gary Painter, Xi Yang and and Ninghua Zhong; discussion given at the AEA Conference, AREUEA session in January 2021

World Financial Cycles,

by Yan Bai, Pat Kehoe and Fabrizio Perri; discussion given at the NBER Summer Institute, International Asset Pricing session in July 2019

Expected Currency Depreciation Upon Sovereign Default,

by Pasqualle Della Corte, Ella Dias-Saraiva-Patelli and Alexandre Jeanneret; discussion given at the Canadian Derivatives Institute’s conference on derivatives in September 2018

Term Structures of Credit Spreads with Dynamic Debt Issuance and Incomplete Information,

by Luca Benzoni, Lorenzo Garlappi and Robert S. Goldstein; discussion given at the SFS Cavalcade NA conference in May 2018

Disentangling Credit Spreads from Equity Volatility,

by Adrien d’Avernas; discussion given at the MFA conference in March 2017