Thesis (M.S.)--Rutgers University, 2008. / "Graduate Program in Personnel management." Includes bibliographical references (p. 38-42).

Thesis (Ph.D.)--University of Washington, 1996. / Vita. Includes bibliographical references (leaves [100]-105).

Thesis (Ph. D.)--State University of New York at Binghamton, Department of Economics, 2009. / Includes bibliographical references.

Thesis (Ph. D.)--Cornell University, 1994. / Vita. Includes bibliographical references.

Thesis (M.A.)--University of Victoria, 1990. / Vita. Includes bibliographical references (leaves 104-109).

Thesis (Ph. D.)--University of California, Santa Barbara, 1994. / Vita. Includes bibliographical references (leaves 98-100).

Thesis (Ph. D.)--University of Chicago, Dept. of Economics, Jun. 2003. / Includes bibliographical references (p. 101-104). Also available on the Internet.

Thesis (M.Soc.Sc.)--University of Hong Kong, 1992. / Also available in print.

Thesis (D.A.)--Illinois State University, 1993. / Title from title page screen, viewed Mar. 14, 2006. Dissertation Committee: L. Dean Hiebert (chair), John F. Chizmar, Alan E. Dillingham, Ronald S. Halinski, David D. Ramsey. Includes bibliographical references (leaves 77-82) and abstract. Also available in print.

This thesis presents three empirical analyses on the systematic risk exposure that global and domestic asset holders face. Each paper investigates a distinct source of macroeconomic risk, but they all stem from the premise that holding human capital and financial assets is risky. This ultimately affects agents' optimal consumption choices. The first paper, The International CAPM Redux, proposes a novel empirical model to price international assets. Building on recent advances in asset pricing research on currency markets, it documents that investors are compensated for bearing exposure to currency risk when investing in foreign equity, either directly or via delegated portfolios of international assets. The second paper, One Central Bank To Rule Them All, shows that while global investors demand a premium to bear risks associated with Federal Reserve decisions, there is no comparable result for other major central banks. This puzzling finding points to the uniqueness of the Federal Reserve for global investors, that does not simply stem from the size and importance of the U.S. economy. The third paper, Human Capital, Unemployment Risk and Asset Prices, relates the riskiness of human capital to uncertainty in the labour market and documents a role for unemployment as a determinant of human wealth. Sorting U.S. industry-level portfolios by differential exposure to unemployment risk yields a novel cross-section of average excess returns. High risk-premia are consistent with less income-constrained highly educated workers willing to take financial risk beyond hedging their labour income risk. Taken together, these three studies contribute to the empirical asset pricing literature and open the door to further theoretical and empirical research in the field.