Capital market dynamics and prices 資本市場の動態と価格

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著者

    • 池田, 新介 イケダ, シンスケ

書誌事項

タイトル

Capital market dynamics and prices

タイトル別名

資本市場の動態と価格

著者名

池田, 新介

著者別名

イケダ, シンスケ

学位授与大学

大阪大学

取得学位

博士 (経済学)

学位授与番号

乙第7310号

学位授与年月日

1997-09-18

注記・抄録

博士論文

14401乙第07310号

博士(経済学)

大阪大学

1997-09-18

13398

目次

  1. Contents / p1 (0006.jp2)
  2. 1 Introduction / p5 (0010.jp2)
  3. I Wealth Dynamics / p8 (0013.jp2)
  4. 2 Consumer Interdependence and Dynamics / p9 (0014.jp2)
  5. 2.1 Introduction / p9 (0014.jp2)
  6. 2.2 Intertemporal Consumption Choices under Consumption Externalities / p11 (0016.jp2)
  7. 2.3 Equilibrium Dynamics:A Simple Case / p18 (0023.jp2)
  8. 2.4 Equilibrium Dynamics:A General Case / p26 (0031.jp2)
  9. 2.5 Conclusion and Future Research / p31 (0036.jp2)
  10. 2.6 Appendix for Chapter2 / p32 (0037.jp2)
  11. 3 Habits,Costly Investment,and Current Account Dynamics / p38 (0043.jp2)
  12. 3.1 Introduction / p38 (0043.jp2)
  13. 3.2 The Model / p40 (0045.jp2)
  14. 3.3 Effects of Macroeconomic Disturbances / p45 (0050.jp2)
  15. 3.4 Welfare Implications / p54 (0059.jp2)
  16. 3.5 Conclusion / p57 (0062.jp2)
  17. II Bubbles / p61 (0066.jp2)
  18. 4 Fundamentals-Dependent Bubbles in Stock Prices / p62 (0067.jp2)
  19. 4.1 Introduction / p62 (0067.jp2)
  20. 4.2 Bubbles and Fundamental Prices in a Random Dividend Model / p64 (0069.jp2)
  21. 4.3 The Stability,Volatility,and Dynamics of Price Bubbles / p70 (0075.jp2)
  22. 4.4 Partial Crashes and Stochastic Process Switching / p76 (0081.jp2)
  23. 4.5 Conclusions / p79 (0084.jp2)
  24. 4.6 Appendix for Chapter4 / p81 (0086.jp2)
  25. 5 Fundamentals Uncertainty,Bubbles,and Exchange Rate Dynamics / p87 (0092.jp2)
  26. 5.1 Introduction / p87 (0092.jp2)
  27. 5.2 The Model and Its Solutions / p89 (0094.jp2)
  28. 5.3 Stochastic Dynamics of the Speculative Exchange Rate / p92 (0097.jp2)
  29. 5.4 Multiple Fundamentals / p98 (0103.jp2)
  30. 5.5 Discussion / p101 (0106.jp2)
  31. 5.6 Conclusions / p104 (0109.jp2)
  32. 5.7 Appendix for Chapter5 / p105 (0110.jp2)
  33. III Asset Pricing / p120 (0125.jp2)
  34. 6 The Continuous-Time APT with Diffusion Factors and Rational Expectations:A Synthesis / p121 (0126.jp2)
  35. 6.1 Introduction / p121 (0126.jp2)
  36. 6.2 A Multi-Factor Asset Pricing Model / p123 (0128.jp2)
  37. 6.3 Arbitrage Determination of Risk Premia / p124 (0129.jp2)
  38. 6.4 Arbitrage Asset Valuation / p126 (0131.jp2)
  39. 6.5 Conclusion / p133 (0138.jp2)
  40. 6.6 Appendix for Chapter6 / p133 (0138.jp2)
  41. 7 Arbitrage Asset Pricing under Exchange Risk / p138 (0143.jp2)
  42. 7.1 Introduction / p138 (0143.jp2)
  43. 7.2 Arbitrage Asset Pricing with Exchange Risk Hedging / p139 (0144.jp2)
  44. 7.3 A Comparison with Solnik's IAPT / p143 (0148.jp2)
  45. 7.4 Conclusions / p145 (0150.jp2)
  46. 8 An Intertemporal Capital Asset Pricing Model with Stochastic Differential Utility / p148 (0153.jp2)
  47. 8.1 Introduction / p148 (0153.jp2)
  48. 8.2 The Model / p150 (0155.jp2)
  49. 8.3 Aggregate Consumption,the Market Portfolio,and Capital Asset Pricing / p153 (0158.jp2)
  50. 8.4 Stochastic Properties of Optimal Consumption / p157 (0162.jp2)
  51. 8.5 Conclusions / p157 (0162.jp2)
  52. 9 Optimal Consumption and Asset Pricing under Market Incompleteness:A Simple Approach / p161 (0166.jp2)
  53. 9.1 Introduction / p161 (0166.jp2)
  54. 9.2 The Model / p163 (0168.jp2)
  55. 9.3 Transformation / p163 (0168.jp2)
  56. 9.4 Discussions / p167 (0172.jp2)
  57. 9.5 Conclusions / p170 (0175.jp2)
  58. 9.6 Appendix for Chapter9 / p171 (0176.jp2)
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各種コード

  • NII論文ID(NAID)
    500000153458
  • NII著者ID(NRID)
    • 8000001087509
  • DOI(NDL)
  • 本文言語コード
    • eng
  • NDL書誌ID
    • 000000317772
  • データ提供元
    • 機関リポジトリ
    • NDL-OPAC
    • NDLデジタルコレクション
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