Facoltà di scienze economiche

Essays in macro-finance

Lopez, Pierlauro ; Trojani, Fabio (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2013 ; 2013ECO014.

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... More

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    Summary
    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.