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020 ▼a 9780438170773
035 ▼a (MiAaPQ)AAI10749386
035 ▼a (MiAaPQ)nyu:13206
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0491 ▼f DP
0820 ▼a 330
1001 ▼a Ma, Sai.
24510 ▼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.
5021 ▼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
71020 ▼a New York University. ▼b Economics.
7730 ▼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
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997042 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자 ▼b 관리자