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.

(2014). Essays on asset pricing and optimal policy under limited asset market participation. (Tesi di dottorato, Università degli Studi di Milano-Bicocca, 2014).

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.
TIRELLI, PATRIZIO
Limited Asset Market Participation, DSGE, equity premium, optimal policy
SECS-P/01 - ECONOMIA POLITICA
English
18-set-2014
ECONOMIA PUBBLICA (DEFAP) - 73R
26
2012/2013
open
(2014). Essays on asset pricing and optimal policy under limited asset market participation. (Tesi di dottorato, Università degli Studi di Milano-Bicocca, 2014).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/52919
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