Asset prices, booms and recessions : financial economics from a dynamic perspective

書誌事項

Asset prices, booms and recessions : financial economics from a dynamic perspective

Willi Semmler

Springer, c2006

2nd ed

大学図書館所蔵 件 / 13

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注記

Includes bibliographical references (p. [239]-251) and index

"With 45 figures and 27 tables"

内容説明・目次

内容説明

"Asset Prices, Booms and Recessions".

目次

Money, Bonds and Economic Activity: Money, Bonds and Interest Rates.- Term Structure of Interest Rates.- The Credit Market and Economic Activity: Theories on Credit Market, Credit Risk and Economic Activity.- Empirical Tests on Credit Market and Economic Activity.- The Stock Market and Economic Acitivity: Approaches to Stock Market and Economic Activity.- Macro Factors and the Stock Market.- New Technology and the Stock Market.- Asset Pricing and Economic Activity: Static Portfolio Theory.- Consumption Based Asset Pricing Models.- Asset Pricing Models with Production.- Foreign Exchange Market, Financial Instability and Economic Activity: Balance Sheets and Financial Instability.- Exchange Rate Shocks, Financial Crisis and Output Loss.- International Portfolio and the Diversification of Risk.- Advanced Modeling of Asset Markets: Agent Based and Evolutionary Modeling of Asset Markets.- Behavioral Models of Dynamic Asset Pricing.- Dynamic Portfolio Choice Models.- Some Policy Conclusions.

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