This doctoral thesis consists of three empirical essays in macro-financial economics, focusing on the transmission of monetary policy and uncertainty shocks to financial and non-financial firms. The first chapter, titled 'Uncertain Times for the Bank Lending Channel', asks how shocks in aggregate uncertainty (proxied by the dispersion in professional forecasts) affect the transmission of monetary policy through the bank lending channel. The empirical analysis, based on a difference-in-difference approach, finds that uncertainty significantly reduces the impact of a monetary policy shock on bank lending. The second chapter, titled 'U.S. Monetary Policy Shock Spillovers: Evidence from Firm-Level Data', examines the transmission of U.S. monetary policy shocks to foreign firm investment through three main channels: the balance sheet channel, the financial channel of the exchange rate and the trade channel. Based on microeconomic data from a large set of countries, the results suggest that all three channels play an important and independent role, and that the balance sheet channel is the most important channel of all three. The third chapter, titled 'Global Risk Factors and Foreign Currency Funding Choices: Evidence from Swedish Financial Institutions', investigates how net foreign currency funding choices of financial institutions are affected by changes in global risk factors (proxied by the VIX and the VSTOXX). The analysis, based on a novel dataset of Swedish financial institutions, reveals that the response depends on their pre-existing foreign currency exposure. The granularity of the data allows for a deep dive into some of the key factors driving this behavior.