88th International Atlantic Economic Conference
October 17 - 20, 2019 | Miami, USA

112 INTERNATIONAL FINANCE

Friday, 18 October 2019: 9:00 AM-11:00 AM

INTERNATIONAL FINANCE

Chair:
Michael Goldberg, University of New Hampshire—USA
New evidence on the portfolio balance approach to currency returns
Michael Goldberg, University of New Hampshire—USA; Josh Stillwagon, Babson College—USA; Nevin Cavusoglu, James Madison University—USA
Bitcoin microstructure and the Kimchi premium
Kyoung Jin Choi, University of Calgary—Canada; Alfred Lehar, University of Calgary—Canada; Ryan Stauffer, University of Calgary—Canada
Structural pricing of XVA metrics with stochastic recovery rates
Rosella Castellano, University of Rome La Sapienza—Italy; Vincenzo Corallo, University of Rome La Sapienza—Italy
Corporate bonds: Uniform auction under risk and budget constraints.
Lamprini Zarpala Sr., University of Piraeus—Greece


Discussants:
Eric Ofori, Siena College—USA ; Lamprini Zarpala Sr., University of Piraeus—Greece ; Michael Goldberg, University of New Hampshire—USA and Rosella Castellano, University of Rome La Sapienza—Italy

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