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Essays on Macroeconomics and Asset Prices
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Essays on Macroeconomics and Asset Prices. |
| 개인저자 | Ma, Sai. |
| 단체저자명 | New York University. Economics. |
| 발행사항 | [S.l.]: New York University., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 321 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-12A(E). Dissertation Abstract International |
| ISBN | 9780438170773 |
| 학위논문주기 | Thesis (Ph.D.)--New York University, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.
Adviser: Sydney Ludvigson. |
| 요약 | This dissertation comprises three chapters on the asset pricing and macroeconomic implications with heterogeneous agents. |
| 요약 | Traditional intermediary-based asset pricing model is based on the idea that the asset prices are determined by the marginal utility of intermediaries instead of households. So far in the literature, both theoretical and empirical works focus on |
| 요약 | In the second chapter, I specifically investigate the heterogeneity among traders in the over-the-counter (OTC) market. I find that transactions in OTC markets often involve intermediation chains: after a dealer buys the asset from the seller, i |
| 요약 | In these two chapters, I investigate how heterogeneity among intermediaries or specialized traders affect asset prices. Does the heterogeneity among households (more specifically, the wealth distribution among households) matter for pricing risk |
| 일반주제명 | Economics. Finance. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
