Trojani, Fabio Lopez, Pierlauro 2013-09-17 This doctoral thesis explores the boundary between macroeconomics and finance by focusing on three questions: (i) the measure of the cost of aggregate uncertainty at different horizons and over time; (ii) the role of nominal rigidities in explaining stock-bond yield comovement; (iii) the role of stock prices in the conduct of monetary policy. The objective is to identify some of the implications of asset pricing models for macroeconomics and of monetary economics for asset pricing. application/pdf https://susi.usi.ch/global/documents/318479 https://n2t.net/ark:/12658/srd1318479 https://susi.usi.ch/documents/318479/files/2013ECO014.pdf eng info:eu-repo/semantics/altIdentifier/urn/urn:nbn:ch:rero-006-112804 info:eu-repo/semantics/altIdentifier/ark/12658/srd1318479 info:eu-repo/semantics/openAccess License undefined Bond yields Equity yields Marginal utility of wealth New Keynesian economics Optimal interest-rate rules Return forecastability Term structure modeling Tobin's Q Uncertainty Welfare cost of business cycles info:eu-repo/classification/udc/33 Essays in macro-finance http://purl.org/coar/resource_type/c_db06