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Università della Svizzera italiana

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...