Essays on macroeconomic risks and stock prices

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2011. === Cataloged from PDF version of thesis. === Includes bibliographical references. === In this thesis, I study the relationship between macroeconomic risks and asset prices. In the first chapter, I establish that infla...

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Bibliographic Details
Main Author: Duarte, Fernando Manuel
Other Authors: Ricardo J. Caballero and Leonid Kogan.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2011
Subjects:
Online Access:http://hdl.handle.net/1721.1/65483