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Financial markets and the real economy / edited by John H. Cochrane.

Contributor(s): Material type: TextTextSeries: Elgar reference collection | International library of critical writings in financial economics ; 18.Publisher: Cheltenham, UK ; Northampton, MA : Edward Elgar, [2006]Copyright date: ©2006Description: lxix, 648 pages : illustrations ; 26 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 1843761920
  • 9781843761921
Subject(s): DDC classification:
  • 332.015195 22
LOC classification:
  • HG106 .F568 2006
Contents:
1. New facts in finance -- 2. Business conditions and expected returns on stocks and bonds -- 3. Consumption, aggregate wealth, and expected stock returns -- 4. Multifactor explanations of asset pricing anomalies -- 5. Can book-to-market, size and momentum be risk factors that predict economic growth? -- 6. The equity premium : a puzzle -- 7. Asset pricing explorations for macroeconomics -- 8. Generalized instrumental variables estimation of nonlinear rational expectations models -- 9. Errata -- 10. Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying -- 11. By force of habit : a consumption-based explanation of aggregate stock market behavior -- 12. Production-based asset pricing and the link between stock returns and economic fluctuations -- 13. A cross-sectional test of an investment-based asset pricing model -- 14. Asset pricing in production economies -- 15. Habit persistence, asset returns, and the business cycle -- 16. Understanding predictability -- 17. Risk-sensitive real business cycles -- 18. The stock market and capital accumulation -- 19. Understanding risk and return -- 20. Asset pricing with heterogeneous consumers -- 21. Asset pricing with heterogeneous consumers and limited participation : empirical evidence.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 332.015195 FIN (Browse shelf(Opens below)) 1 Available A399143B

Includes bibliographical references and index.

1. New facts in finance -- 2. Business conditions and expected returns on stocks and bonds -- 3. Consumption, aggregate wealth, and expected stock returns -- 4. Multifactor explanations of asset pricing anomalies -- 5. Can book-to-market, size and momentum be risk factors that predict economic growth? -- 6. The equity premium : a puzzle -- 7. Asset pricing explorations for macroeconomics -- 8. Generalized instrumental variables estimation of nonlinear rational expectations models -- 9. Errata -- 10. Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying -- 11. By force of habit : a consumption-based explanation of aggregate stock market behavior -- 12. Production-based asset pricing and the link between stock returns and economic fluctuations -- 13. A cross-sectional test of an investment-based asset pricing model -- 14. Asset pricing in production economies -- 15. Habit persistence, asset returns, and the business cycle -- 16. Understanding predictability -- 17. Risk-sensitive real business cycles -- 18. The stock market and capital accumulation -- 19. Understanding risk and return -- 20. Asset pricing with heterogeneous consumers -- 21. Asset pricing with heterogeneous consumers and limited participation : empirical evidence.

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