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, 2011.
• Θέματα: Finance.; Economics, Mathematical.; Economic theory.; Macroeconomics.; Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Finance, general.; Quantitative Finance.; Economic Theory/Quantitative Economics/Mathematical Methods.

The financial market melt-down of the years 2007-2009 has posed great challenges for studies on financial economics. This financial economics text focuses on the dynamic interaction of financial markets and economic activity. The financial market to be studied here encompasses the money and bond mar...

Πίνακας περιεχομένων:

• Introduction
• 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 Extentsions
• 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
• Dynamic Portfolio Choice Models: Empirics
• Asset Prices, Leveraging and Boom-Bust Cycles: Some Empirics on Asset Prices, Leveraging and Credit Crisis
• Credit, Credit Derivatives, and Credit Default
• The Mechanism of Recent Boom-Bust Cycles: Credit, Complex Securities, and Asset Prices
• Financial Instability, Financial Culture and Financial Reform
• Exercises and Appendices. .