This thesis investigates the effect of Limited Asset Market Participation on the financial and macroeconomic implications of DSGE models. In particular, I study the implications of LAMP for the equity premium predicted by these kind of models and the implications concerning optimal public policies.
Essays on asset pricing and optimal policy under limited asset market participation
MENNA, LORENZO
2014
Abstract
This thesis investigates the effect of Limited Asset Market Participation on the financial and macroeconomic implications of DSGE models. In particular, I study the implications of LAMP for the equity premium predicted by these kind of models and the implications concerning optimal public policies.File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
Phd_unimib_055757.pdf
accesso aperto
Dimensione
805.48 kB
Formato
Adobe PDF
|
805.48 kB | Adobe PDF | Visualizza/Apri |
I documenti in UNITESI sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14242/170527
Il codice NBN di questa tesi è
URN:NBN:IT:UNIMIB-170527