Essays in Financial Economics

<p>My dissertation, consisting of three related essays, aims to understand the role of macroeconomic risks in the stock and bond markets. In the first chapter, I build a financial intermediary sector with a leverage constraint a la Gertler and Kiyotaki (2010) into an endowment economy with an...

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Bibliographic Details
Main Author: Li, Kai
Other Authors: Bansal, Ravi
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10161/7173