Essays in Financial Economics
This thesis contains three chapters exploring the interrelationships among risk premia, the valuation of government debt, and macroeconomic dynamics. The first chapter documents and explores the implications of the risk price puzzle–the empirical disconnect between inflation and risk premium shocks....
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| Format: | Thesis |
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Massachusetts Institute of Technology
2024
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| Online Access: | https://hdl.handle.net/1721.1/155867 |