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Leavey School of Business Santa Clara University
Department ofEconomics

WCWIF 2016

West Coast Workshop in International Finance 2016

The 5th annual West Coast Workshop in International Finance will be held at: 
Santa Clara University on Friday, October 14th.
Forbes Room - Lucas Hall 106

[Map]

 

 
 

Agenda              

Download the WCWIF 2016 Agenda
 

8:30 - 9:00 Coffee and Rolls

  Commodity Prices in Open Economies, Chair: Helen Popper, SCU
9:00 - 9:45 Commodity prices and labour market dynamics,” Martin Bodenstein (Board),
Güneş Kamber (BIS) and Christoph Thoenissen (U. Sheffield)    

Discussant:  Robert Dekle (USC)

9:45 - 10:30 

Pegxit: Evidence from the Classical Gold Standard,” Kris James Mitchener (SCU) and Gonçalo Pina (SCU)

Discussant:  Andrew Rose (UCB)

 
10:30 - 10:45 Break
 

Interest Parity, Chair: Christopher M. Meissner  (UCD)

10:45-11:30

Monetary policy and global banking 10-2017Falk Brauning (Federal Reserve Bank of Boston) and Victoria Ivashina (Harvard and NBER)

Discussant:  Michael Hutchison (UCSC)

11:30 - 12:15

When carry goes bad: the magnitude, causes, and duration of currency carry unwinds,” Michael Melvin (UCSD) and Duncan Shand (U. Warwick)

Discussant:  Benjamin Hébert (Stanford)

 
12:15 - 1:45 Lunch
 

International Equity Markets, Chair: Alex Mandilaras (U. Surrey)

2:00-2:30

Four centuries of return predictability,” Benjamin Golez (U. Notre Dame) and Peter Koudijs (Stanford)

Discussant:  Yu-chin Chen (U. Washington)

2:30 - 3:15 

Sectoral Productivity Matters: A New Angle on Equity Home Bias,” Chenyue Hu (UCSC)

                        Discussant:  Mark Speigel (Federal Reserve Bank of San Francisco)
 
3:15 - 3:30 Break
 

Real Exchange Rates, Chair: Serguei Maliar (SCU)

3:30-4:15

Financial Frictions and Export Dynamics in Large Devaluations,” David Kohn (U. Torcuato Di Tella), Fernando Leibovici (York U.) and Michal Szkup (UBC)

Discussant:  Ina Simonovska (UCD)

4:15 - 5:00 

The effects of government spending on real exchange rates : Evidence from Military Spending Panel Data,” Wataru Miyamoto (Bank of Canada), Thuy Lan Nguyen (SCU) and Viacheslav Sheremirov (Federal Reserve Bank of Boston)

Discussant: Òscar Jordà (Federal Reserve Bank of San Francisco and UCD)

 
5:00 - 5:45 Reception and  5:45 - 7:00 Dinner in the Adobe Lodge


The WCWIF 2016 organizing committee includes:

Helen Popper, Santa Clara University (Chair)
Paul Bergin, UC Davis
Yu-chin Chen, University of Washington
Peter Koudijs, Stanford University
Christopher M. Meissner, UC Davis
Andrew Rose, UC Berkeley
Mark Spiegel, Federal Reserve Bank of San Francisco

Contact
Marianne Farag
Administrative Assistant
Department of Economics
Santa Clara University
Email wcwif@scu.edu SCU (408) 554-4341

 

The workshop is sponsored by the Federal Reserve Bank of San Francisco
and the
Department of Economics at Santa Clara University.

If you have a disability and require a reasonable accommodation, please call Marianne Farag
at (408) 554-4341 (voice)
or 1-800-735-2929 (TTY-California Relay) at least 72 hours prior to the event.