TY  - BOOK
AU  - Cochrane,John H.
TI  - Financial markets and the real economy
T2  - An Elgar reference collection
SN  - 1843761920
AV  - HG106 .F568 2006
U1  - 332.015195 22
PY  - 2006///]
CY  - Cheltenham, UK, Northampton, MA
PB  - Edward Elgar
KW  - Investments
KW  - Mathematical models
KW  - Macroeconomics
N1  - 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
ER  -