Browsing by Subject "Asset Pricing"

Now showing items 1-5 of 5

    • Essays in Financial Economics 

      Kung, Howard Pan (2012)
      In my dissertation, I study the link between economic growth and asset prices in stochastic endogenous growth models. In these settings, long-term growth prospects are endogenously determined by innovation and R\&D. In ...

    • Essays on Monetary Policy and Asset Prices 

      Oh, Tae-Rog (2018)
      My Ph.D. dissertation is composed of two chapters studying how monetary policy influences asset prices.The first chapter empirically explores the effects of the Federal Reserve (Fed)'s large-scale asset purchasing (LSAP) ...

    • Essays on the Temporal Structure of Risk 

      Miller, Shane Henry (2020)
      I provide new evidence on the properties of the temporal structure of risk, which answers whether more distant claims to macroeconomic growth are more or less risky than near-term claims. In the first chapter, I use replication ...

    • Monetary Policy and Asset Valuation 

      Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C (2017-09)

    • Speculative Fever: Investor Contagion in the Housing Bubble 

      Bayer, Patrick J; Mangum, Kyle; Roberts, James W (Economic Research Initiatives at Duke (ERID), 2016-02-01)
      Historical anecdotes of new investors being drawn into a booming asset market, only to suffer when the market turns, abound. While the role of investor contagion in asset bubbles has been explored extensively in the theoretical ...