Essays in macro-finance
- Lopez, Pierlauro
- Trojani, Fabio (Degree supervisor)
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17.09.2013
161 p
Thèse de doctorat: Università della Svizzera italiana, 2013
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
English
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.
- Language
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- English
- Classification
- Economics
- License
- License undefined
- Identifiers
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- RERO DOC 209910
- URN urn:nbn:ch:rero-006-112804
- ARK ark:/12658/srd1318479
- Persistent URL
- https://n2t.net/ark:/12658/srd1318479
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