​Program PDF is here 

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Venue​​

HKU iCube, Room 4005-4007,

40th floor,

Two Exchange Square,

8 Connaught Place,

Central,

Hong Kong

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Schedule

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June 2

 

15.00-15.30  Registration

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15.30-15.50  Welcome & Intro of International Finance Society

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15.50-16.10  Welcoming Remarks by Dean Hongbin Cai (HKU)

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16.10-17.00  Keynote: Andreas Schrimpf, Head of Financial Markets, Bank for International Settlements

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17.00-18.00 Practitioner Panel Discussion​

     

• Giorgio Valente (Moderator), Head of Hong Kong Institute for Monetary and Financial Research.

• Timothy Moe (Panelist), Global Co-Head of Macro Research and Chief Asia Pacific Equity Strategist, Goldman Sachs.

• Philip Wooldridge (Panelist), Head of Economics and Financial Markets for Asia and the Pacific, Bank for International Settlements.

• Jing Liu (Panelist), Chief Economist for Greater China, HSBC.

 

18.00-19.30 Aperitif & PhD Student Poster Presentation

 

• PhD Mentor: Dora Xia

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June 3

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8.30-9.00 Coffee

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9.00-10.00 Keynote: Adrien Verdelhan, Stephens Naphtal Professor of Finance, MIT Sloan

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10.00-10.30 Coffee

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10.30-12.10 Session 1: Crypto & Bonds (Chair: Tao Shu) 

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• Crypto Frictions & Fiat Currencies

• Maria Arteaga-Garavito, Nicola Borri, Mariano Croce

• Discussant: Pasquale Della Corte

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• Managing Emerging Market Currency Risk

• Nanyu Chen, Haonan Zhou

• Discussant: Hugh Kim

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12.10-12.30 Lunch

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13.30-15.10 Session 2: Macro (Chair: Kalok Chan) 

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• The Anatomy of a Peg: Lessons from China's Parallel Currencies

• Saleem Bahaj, Ricardo Reis

• Discussant: Xiang Fang

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• International Climate News

• Maria Arteaga-Garavito, Riccardo Colacito, Mariano Croce, Biao Yang

• Discussant: Alminas Zaldokas

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15.10 - 15.40 Coffee

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15.40 - 16.30 Early Career Session (Chair: Chanik Jo)

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• Bond Demand and the Yield-Exchange Rate

• Dongchen Zou

• Discussant: Haonan Zhou

 

16:30 - 17:00 Coffee

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17:00 - 18:00 Rapid Fire Session 1 (Chair: Paul Schneider)

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• Financially Constrained Intermediaries and the International Pass-Through of Monetary Policy

• Xiaoliang Wang, Mengbo Zhang​​​

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• An Impossible Unity? The Effects of International Monetary Policy on Chinese Treasury Yields

• Wei Li, Zehao Li, Shuojun Peng

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• A Conditional Factor Model for Currency Option Returns

• Ilias Filippou, Zhe Wang, Xu Qi, Guofu Zhou

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• On the Use of Currency Forwards: Evidence from International Equity Mutual Funds

• Wei Opie, Steven Riddiough​​

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18:00 - 18:15 Announcements

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18:15 Dinner

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June 4

 

9.00-9.30 Coffee

9.30-12.10 Session 3: Exchange Rate Models (Chair: Keling Zheng)

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• Twin Stars: Neutral Rates and Currency Risk Premia

• Bruno Feunou, Jean-Sébastien Fontaine, Ingomar Krohn

• Discussant: Julian Penasse

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• Exchange Rate Models are Better than You Think, and Why They Didn't Work in the Old Days

• Charles Engel, Steve Pak Yeung Wu

• Discussant: Federico Gavazzoni

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10-minute break

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• Long-Run UIP and Sovereign Risk

• Alessandro Rebucci, Sinem Yagmur Toraman, Giorgio Valente

• Discussant: Shaojun Zhang

 

12.10-14.00 Lunch

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14.00-15.40 Session 4: Political Uncertainty (Chair: Shiyang Huang)

 

• Political Uncertainty and Currency Markets

• Markus Leippold, Felix Matthys, Philippe Mueller, Michal Svaton

• Discussant: Mathieu Fournier

 

• (Un)Expected Political Outcomes and Currency Markets

• Ilias Filippou, Jiangyuan Li, Xujun Liu

• Discussant: Karamfil Todorov

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15.40-16.00 Coffee

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16.00-16.45 Rapid Fire Session 2 (Chair: TC Lin)

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• Monetary Policy Predicts Currency Movements

• Söhnke Bartram, Mark Grinblatt, Yan Xu​​

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• Rebalancing of Currency Hedging and the Impact on Exchange Rates

• Elizaveta Sizova, Olav Syrstad, Ingebjørg Hansen Sævareid

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16.45-17.00 Closing Remarks & Best Paper Award

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17.15 Dinner

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