Three Essays on Macroeconomics and Asset Pricing
| Author | : Jiangze Bian |
| Publisher | : |
| Total Pages | : 113 |
| Release | : 2007 |
| ISBN-10 | : 0549062343 |
| ISBN-13 | : 9780549062349 |
| Rating | : 4/5 (349 Downloads) |
Book Synopsis Three Essays on Macroeconomics and Asset Pricing by : Jiangze Bian
Download or read book Three Essays on Macroeconomics and Asset Pricing written by Jiangze Bian and published by . This book was released on 2007 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last part of this thesis empirically tests the predictive power of the equity risk premium on future macroeconomic activity. My results indicate that shocks to the risk premium have implications for economic conditions similar to those from monetary policy disturbances.
