FINA6056 Macro Finance (PhD course)
This is a phd-level course in macro finance that I teach at HKU together with my colleague Yang Liu. I aim to give a balanced coverage of theory and empirics and a mix of macro, asset pricing and banking.
Class presentation slides: 2024 version
Introduction
Demand system approach to asset pricing Reading list
Intermediaries in macro finance Reading list
Bond risk premia and the macroeconomy Reading list
Currency risk premia, international finance and exchange rate dynamics Reading list
This is a phd-level course in macro finance that I teach at HKU together with my colleague Yang Liu. I aim to give a balanced coverage of theory and empirics and a mix of macro, asset pricing and banking.
Class presentation slides: 2024 version
Introduction
Demand system approach to asset pricing Reading list
Intermediaries in macro finance Reading list
Bond risk premia and the macroeconomy Reading list
Currency risk premia, international finance and exchange rate dynamics Reading list