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Essays in Macro-finance

dc.contributor.advisorSchularick, Moritz
dc.contributor.authorKuvshinov, Dmitry
dc.date.accessioned2020-04-25T21:20:50Z
dc.date.available2020-04-25T21:20:50Z
dc.date.issued04.07.2019
dc.identifier.urihttp://hdl.handle.net/20.500.11811/7761
dc.description.abstractThis thesis seeks to advance our knowledge of what lies behind the risk and volatility in financial and macroeconomic outcomes, and how the two are related. The first contribution of the thesis lies in constructing new long-run data series on asset prices, returns and other financial indicators, which allow us to establish some basic facts about the empirical properties of macro-financial risk (Chapters 1–3). These new data allow us to study a rich selection of asset classes – from the known equity and government bond markets to the less explored markets for housing and corporate bonds – in greater detail, across more countries and over a longer time period than previously possible. The second contribution lies in analysing these data empirically to study the underlying causes and real-world consequences of financial risk and volatility (Chapters 2–4). Third, this thesis seeks to advance our theoretical knowledge of these macro-financial linkages through both examining existing theories (Chapter 2), and proposing new ways of thinking about the real effects of time-varying financial frictions (Chapter 5).
dc.language.isoeng
dc.rightsIn Copyright
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subject.ddc300 Sozialwissenschaften, Soziologie, Anthropologie
dc.titleEssays in Macro-finance
dc.typeDissertation oder Habilitation
dc.publisher.nameUniversitäts- und Landesbibliothek Bonn
dc.publisher.locationBonn
dc.rights.accessRightsopenAccess
dc.identifier.urnhttps://nbn-resolving.org/urn:nbn:de:hbz:5-55074
ulbbn.pubtypeErstveröffentlichung
ulbbnediss.affiliation.nameRheinische Friedrich-Wilhelms-Universität Bonn
ulbbnediss.affiliation.locationBonn
ulbbnediss.thesis.levelDissertation
ulbbnediss.dissID5507
ulbbnediss.date.accepted2019-06-26
ulbbnediss.instituteRechts- und Staatswissenschaftliche Fakultät / Fachbereich Wirtschaftswissenschaften : Institut für Makroökonomik und Ökonometrie
ulbbnediss.fakultaetRechts- und Staatswissenschaftliche Fakultät
dc.contributor.coRefereeMüller, Gernot J.


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