LDR | | 00000nmm u2200205 4500 |
001 | | 000000330213 |
005 | | 20241025144001 |
008 | | 181129s2018 ||| | | | eng d |
020 | |
▼a 9780438170773 |
035 | |
▼a (MiAaPQ)AAI10749386 |
035 | |
▼a (MiAaPQ)nyu:13206 |
040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
049 | 1 |
▼f DP |
082 | 0 |
▼a 330 |
100 | 1 |
▼a Ma, Sai. |
245 | 10 |
▼a Essays on Macroeconomics and Asset Prices. |
260 | |
▼a [S.l.] :
▼b New York University.,
▼c 2018 |
260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
300 | |
▼a 321 p. |
500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A. |
500 | |
▼a Adviser: Sydney Ludvigson. |
502 | 1 |
▼a Thesis (Ph.D.)--New York University, 2018. |
520 | |
▼a This dissertation comprises three chapters on the asset pricing and macroeconomic implications with heterogeneous agents. |
520 | |
▼a Traditional intermediary-based asset pricing model is based on the idea that the asset prices are determined by the marginal utility of intermediaries instead of households. So far in the literature, both theoretical and empirical works focus on |
520 | |
▼a In the second chapter, I specifically investigate the heterogeneity among traders in the over-the-counter (OTC) market. I find that transactions in OTC markets often involve intermediation chains: after a dealer buys the asset from the seller, i |
520 | |
▼a In these two chapters, I investigate how heterogeneity among intermediaries or specialized traders affect asset prices. Does the heterogeneity among households (more specifically, the wealth distribution among households) matter for pricing risk |
590 | |
▼a School code: 0146. |
650 | 4 |
▼a Economics. |
650 | 4 |
▼a Finance. |
690 | |
▼a 0501 |
690 | |
▼a 0508 |
710 | 20 |
▼a New York University.
▼b Economics. |
773 | 0 |
▼t Dissertation Abstracts International
▼g 79-12A(E). |
773 | |
▼t Dissertation Abstract International |
790 | |
▼a 0146 |
791 | |
▼a Ph.D. |
792 | |
▼a 2018 |
793 | |
▼a English |
856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997042
▼n KERIS |
980 | |
▼a 201812
▼f 2019 |
990 | |
▼a 관리자
▼b 관리자 |