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Asset Prices, Booms and Recessions Financial Economics from a Dynamic Perspective /

The book studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. The financial market to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the a...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Semmler, Willi (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edición:2nd ed. 2006.
Temas:
Acceso en línea:Texto Completo

MARC

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100 1 |a Semmler, Willi.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Asset Prices, Booms and Recessions  |h [electronic resource] :  |b Financial Economics from a Dynamic Perspective /  |c by Willi Semmler. 
250 |a 2nd ed. 2006. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2006. 
300 |a X, 256 p. 45 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 |a 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 Activity -- 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: CAPM and Extensions -- 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. 
520 |a The book studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. The financial market to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the activity of firms, banks, households, governments and countries. The book shows how economic activity affects asset prices and the financial market and how asset prices and financial market volatility feed back to economic activity. The focus in this book is on theories, dynamic models and empirical evidence. Empirical applications relate to episodes of financial instability and financial crises of the U.S., Latin American, Asian as well as Euro-area countries. The book is not only useful for researchers and practitioners in the field of financial engineering, but is also very useful for researchers and practitioners in economics. 
650 0 |a Finance. 
650 0 |a Finance, Public. 
650 0 |a Macroeconomics. 
650 1 4 |a Financial Economics. 
650 2 4 |a Public Economics. 
650 2 4 |a Macroeconomics and Monetary Economics. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783540815327 
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