Essays in Macro-finance
Essays in Macro-finance
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dc.contributor.advisor | Schularick, Moritz | |
dc.contributor.author | Kuvshinov, Dmitry | |
dc.date.accessioned | 2020-04-25T21:20:50Z | |
dc.date.available | 2020-04-25T21:20:50Z | |
dc.date.issued | 04.07.2019 | |
dc.identifier.uri | https://hdl.handle.net/20.500.11811/7761 | |
dc.description.abstract | This 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). | en |
dc.language.iso | eng | |
dc.rights | In Copyright | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject.ddc | 300 Sozialwissenschaften, Soziologie, Anthropologie | |
dc.title | Essays in Macro-finance | |
dc.type | Dissertation oder Habilitation | |
dc.publisher.name | Universitäts- und Landesbibliothek Bonn | |
dc.publisher.location | Bonn | |
dc.rights.accessRights | openAccess | |
dc.identifier.urn | https://nbn-resolving.org/urn:nbn:de:hbz:5-55074 | |
ulbbn.pubtype | Erstveröffentlichung | |
ulbbnediss.affiliation.name | Rheinische Friedrich-Wilhelms-Universität Bonn | |
ulbbnediss.affiliation.location | Bonn | |
ulbbnediss.thesis.level | Dissertation | |
ulbbnediss.dissID | 5507 | |
ulbbnediss.date.accepted | 26.06.2019 | |
ulbbnediss.institute | Rechts- und Staatswissenschaftliche Fakultät / Fachbereich Wirtschaftswissenschaften : Institut für Makroökonomik und Ökonometrie | |
ulbbnediss.fakultaet | Rechts- und Staatswissenschaftliche Fakultät | |
dc.contributor.coReferee | Müller, Gernot J. |
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