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:
Finance.
Finance, Public.
Macroeconomics.
Financial Economics.
Public Economics.
Macroeconomics and Monetary Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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