CORDIS Project
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This project examines the relationship between asset prices and macroeconomic risks, alongside the dynamics of insurance markets. It aims to develop theories that explain investment decisions and insurance choices, considering financial constraints and their impact on consumer welfare.
My project consists of two lines of work. 1.Empirical Macro-Finance:
Asset prices are informative about the macro-economic risks that matter to investors and about the welfare costs of economic fluctuations.
However, recent empirical evidence suggests that leading asset pricing models cannot explain how risks are priced across maturities in equity markets, which is a key input to measuring the costs of business cycles.
An analysis of what leading models miss will vastly improve our understanding…
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