The Effects of Contracting and Labor Search on Risks in Financial Markets
My research employs theoretical modeling and quantitative analysis to study the interaction between market frictions and risks in the areas of Banking and Asset Pricing. Specifically I examine how frictions in contracting and search affect systemic risk and asset prices. Sparked by the recent crisis...
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Format: | Others |
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Research Showcase @ CMU
2015
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Online Access: | http://repository.cmu.edu/dissertations/510 http://repository.cmu.edu/cgi/viewcontent.cgi?article=1510&context=dissertations |