Macrofinance Models: Consumption and Equilibrium

Related lectures (32)

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Explores the Equity Premium Puzzle and its macrofinance implications.

Delves into Macrofinance, studying asset pricing, macroeconomic conditions, and financial system interdependence.

Explains the determination of equilibrium state prices in asset pricing through consumption market clearing and budget constraints.

Covers macroeconomic models incorporating financial markets, analyzing financial decisions, macroeconomic events, and policy responses.

Explores asset pricing puzzles, risk-return dynamics, and utility models in financial economics.

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Explores asset pricing, equity premium puzzle solutions, stock prices, dividends, CAPE, and interest rate structures.

Covers macroeconomic models incorporating financial markets and analyzing financial decisions, macroeconomic events, and policy decisions.

Explores the Excess Volatility Puzzle in asset pricing, analyzing stock price discrepancies and return predictability.

Series covers asset pricing theories, mean-variance optimization, state prices, and risk-neutral measures.