Financial markets and the real economy /
Financial markets and the real economy /
edited by John H. Cochrane.
- lxix, 648 pages : illustrations ; 26 cm.
- An Elgar reference collection The international library of critical writings in financial economics ; 18 .
- Elgar reference collection. International library of critical writings in financial economics ; 18. .
Includes bibliographical references and index.
New facts in finance -- Business conditions and expected returns on stocks and bonds -- Consumption, aggregate wealth, and expected stock returns -- Multifactor explanations of asset pricing anomalies -- Can book-to-market, size and momentum be risk factors that predict economic growth? -- The equity premium : a puzzle -- Asset pricing explorations for macroeconomics -- Generalized instrumental variables estimation of nonlinear rational expectations models -- Errata -- Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying -- By force of habit : a consumption-based explanation of aggregate stock market behavior -- Production-based asset pricing and the link between stock returns and economic fluctuations -- A cross-sectional test of an investment-based asset pricing model -- Asset pricing in production economies -- Habit persistence, asset returns, and the business cycle -- Understanding predictability -- Risk-sensitive real business cycles -- The stock market and capital accumulation -- Understanding risk and return -- Asset pricing with heterogeneous consumers -- Asset pricing with heterogeneous consumers and limited participation : empirical evidence. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21.
1843761920 9781843761921
2005043695
Investments--Mathematical models
Macroeconomics--Mathematical models
HG106 / .F568 2006
332.015195
Includes bibliographical references and index.
New facts in finance -- Business conditions and expected returns on stocks and bonds -- Consumption, aggregate wealth, and expected stock returns -- Multifactor explanations of asset pricing anomalies -- Can book-to-market, size and momentum be risk factors that predict economic growth? -- The equity premium : a puzzle -- Asset pricing explorations for macroeconomics -- Generalized instrumental variables estimation of nonlinear rational expectations models -- Errata -- Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying -- By force of habit : a consumption-based explanation of aggregate stock market behavior -- Production-based asset pricing and the link between stock returns and economic fluctuations -- A cross-sectional test of an investment-based asset pricing model -- Asset pricing in production economies -- Habit persistence, asset returns, and the business cycle -- Understanding predictability -- Risk-sensitive real business cycles -- The stock market and capital accumulation -- Understanding risk and return -- Asset pricing with heterogeneous consumers -- Asset pricing with heterogeneous consumers and limited participation : empirical evidence. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21.
1843761920 9781843761921
2005043695
Investments--Mathematical models
Macroeconomics--Mathematical models
HG106 / .F568 2006
332.015195