Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Massimo Guidolin (Bocconi University, Italy)
- Seminars Econometric Institute
Massimo Guidolin (Bocconi University, Italy)
Marcos Vera Hernández (University College London, United Kingdom)
Laurens Swinkels (ESE and NBIM) and Fieke van der Lecq (ESE)
Tarun Ramadorai (University of Oxford, United Kingdom)
Daniel Paravisini (London School of Economics and Political Science, United Kingdom)
Yuyu Zeng (VU University Amsterdam)
Björn Öckert (IFAU, Sweden)
Eric van den Steen (Harvard Business School, United States)
Hong Lo (Hong Kong University of Science and Technology, Hong Kong)
Grant Hillier (University of Southampton, United Kingdom)
Xiao Xiao (Erasmus University Rotterdam)
John Asker (New York University, United States) and Sander Onderstal (University of Amsterdam)
Kjetil Storesletten (University of Oslo, Norway)
Peter deMarzo (Stanford University, United States)
Eric French (University College London, United Kingdom)
Miriam Krueger (University of Frankfurt, Germany)
Frank Kleibergen (Brown University, United States)
Gianluca Violante (New York University, United States)
Olivier Herlem (Erasmus University Rotterdam)
Menelaos Karanasos (Brunel University, United Kingdom)