Macro-Finance

E802234

Macro-Finance is a field of economics that studies how macroeconomic conditions and risks are linked to asset prices and financial markets, often using models that connect consumption, investment, and returns over time.

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Label Occurrences
Macro-Finance canonical 1

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Statements (50)

Predicate Object
instanceOf academic discipline ⓘ
field of economics ⓘ
research area ⓘ
analyzes credit spreads ⓘ
equity risk premia ⓘ
exchange rates ⓘ
inflation-linked securities ⓘ
macro risk factors in asset pricing ⓘ
term structure of interest rates ⓘ
appliedIn financial stability policy ⓘ
macroprudential regulation ⓘ
monetary policy analysis ⓘ
portfolio management ⓘ
sovereign risk assessment ⓘ
connects aggregate risk and financial markets ⓘ
consumption and asset returns ⓘ
investment and asset returns ⓘ
macroeconomic shocks and risk premia ⓘ
developedIn early 21st century ⓘ
late 20th century ⓘ
emergedFrom integration of macroeconomics and finance ⓘ
examines effects of fiscal policy on financial markets ⓘ
long-run risks in asset pricing ⓘ
rare disasters and asset prices ⓘ
role of monetary policy in asset prices ⓘ
systemic risk and macroeconomic outcomes ⓘ
time-varying risk premia ⓘ
transmission of macroeconomic shocks through financial channels ⓘ
focusesOn asset pricing with macroeconomic foundations ⓘ
cross-sectional variation in asset returns ⓘ
effects of business cycles on financial markets ⓘ
macro-financial linkages ⓘ
time-series behavior of asset returns ⓘ
relatedTo asset pricing ⓘ
business cycle theory ⓘ
financial economics ⓘ
financial stability analysis ⓘ
macroeconomics ⓘ
monetary economics ⓘ
studies interaction between macroeconomy and finance ⓘ
link between macroeconomic conditions and asset prices ⓘ
link between macroeconomic risks and financial markets ⓘ
uses calibration and simulation ⓘ
consumption-based asset pricing models ⓘ
dynamic stochastic general equilibrium models ⓘ
general equilibrium models ⓘ
intertemporal optimization models ⓘ
panel data econometrics ⓘ
structural estimation ⓘ
time-series econometrics ⓘ

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Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

John Cochrane → notableWork → Macro-Finance ⓘ