Essays in macrofinance
Abstract/Contents
- Abstract
- This dissertation covers issues related to macroeconomics and finance. As research disciplines, these two fields are often considered distinct in nature. However, my research has always considered them as interrelated. While many of the questions posed in macroeconomics and finance can be answered using the tools of their respective fields only, I find it useful to combine macroeconomics and finance when attacking questions related to business cycles and monetary policy. Ignoring the impact of movements in asset prices on the real economy and vice versa is plagued with issues, namely the inability to understand the causes of and propagation mechanisms within the business cycle. The two papers I present link macroeconomics, monetary policy, and the term structure of interest rates, and attempt to understand how risk premia embedded within the term structure can shape the economy and policy going forward.
Description
| Type of resource | text |
|---|---|
| Form | electronic; electronic resource; remote |
| Extent | 1 online resource. |
| Publication date | 2010 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Associated with | Smith, Josephine Marie |
|---|---|
| Associated with | Stanford University, Department of Economics |
| Primary advisor | Taylor, John |
| Thesis advisor | Taylor, John |
| Thesis advisor | Jaimovich, Nir |
| Thesis advisor | Piazzesi, Monika |
| Advisor | Jaimovich, Nir |
| Advisor | Piazzesi, Monika |
Subjects
| Genre | Theses |
|---|
Bibliographic information
| Statement of responsibility | Josephine Marie Smith. |
|---|---|
| Note | Submitted to the Department of Economics. |
| Thesis | Thesis (Ph. D.)--Stanford University, 2010. |
| Location | electronic resource |
Access conditions
- Copyright
- © 2010 by Josephine Marie Smith
- License
- This work is licensed under a Creative Commons Attribution Non Commercial No Derivatives 3.0 Unported license (CC BY-NC-ND).
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