Paul Söderlind
Thumbnail Image
Title
Prof. PhD.
Last Name
Söderlind
First name
Paul
Email
paul.soderlind@unisg.ch
Homepage
SSRN
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=25146

Filters

1
1
1
1
Reset filters

Settings
Now showing 1 - 1 of 1
  • Publication
    Asset Pricing in Macroeconomic Models
    (Cambridge University Press, 2003)
    Söderlind, Paul
    ;
    Altug, Chadah
    ;
    Nolan, Charles
    Analysis of financial prices in macroeconomic models rests on two building blocks: the consumption-based asset pricing model and the structure of payoffs. This chapter studies how different modelling choices affect yield curves (real and nominal), risk premia on equity (levered or not), and options. The emphasis is on surveying existing models and to bring out the basic mechanisms and intuition. All results are based on simple stylized facts and analytical pricing expressions.
    Type: book section
    URI: https://www.alexandria.unisg.ch/handle/20.500.14171/70726