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

• Κύριος συγγραφέας: Semmler, Willi (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Έκδοση: Second Edition.
• Θέματα: Finance.; Macroeconomics.; Public finance.; Finance, general.; Public Economics.; Macroeconomics/Monetary Economics//Financial Economics.

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...

Πίνακας περιεχομένων:

• 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.