Matthieu Gomez
Research
Software
Teaching
CV
GU4710: Finance and the Real Economy
Syllabus
Introduction:
Growing Size of the Financial Sector
Lending to Firms:
Finance and Growth
,
Networth Channel
Lending to Consumers:
Smoothing Consumption
,
Risk Sharing
,
Securitization
Market Pricing:
Arbitrage
,
Price Informativeness
,
High-Frequency Trading
,
Asset Management
Finance and Inequality:
Income Inequality
,
Wealth Inequality
GR6808: Macro Finance
Syllabus
Finance Basics:
Discount Rates
,
Consumption-Based Models:
Euler Equation in Discrete Time
,
Euler Equation in Continuous Time
,
Long-Run Risk
,
Disaster Risk
Investment-Based Models:
q-theory
,
RBC
,
Keynesian
Heterogeneous-Agents Models:
Distribution
,
OLG
,
Heterogeneous Preferences