000 03011cam a22004334i 4500
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008 060919s2006 enka b 001 0 eng d
010 _a 2005043695
011 _aBIB MATCHES WORLDCAT
020 _a1843761920
020 _a9781843761921
035 _a(ATU)b11150336
035 _a(OCoLC)61864798
040 _aDLC
_beng
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050 0 0 _aHG106
_b.F568 2006
082 0 0 _a332.015195
_222
245 0 0 _aFinancial markets and the real economy /
_cedited by John H. Cochrane.
264 1 _aCheltenham, UK ;
_aNorthampton, MA :
_bEdward Elgar,
_c[2006]
264 4 _c©2006
300 _alxix, 648 pages :
_billustrations ;
_c26 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 1 _aAn Elgar reference collection
490 1 _aThe international library of critical writings in financial economics ;
_v18
504 _aIncludes bibliographical references and index.
505 0 0 _g1.
_tNew facts in finance --
_g2.
_tBusiness conditions and expected returns on stocks and bonds --
_g3.
_tConsumption, aggregate wealth, and expected stock returns --
_g4.
_tMultifactor explanations of asset pricing anomalies --
_g5.
_tCan book-to-market, size and momentum be risk factors that predict economic growth? --
_g6.
_tThe equity premium : a puzzle --
_g7.
_tAsset pricing explorations for macroeconomics --
_g8.
_tGeneralized instrumental variables estimation of nonlinear rational expectations models --
_g9.
_tErrata --
_g10.
_tResurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying --
_g11.
_tBy force of habit : a consumption-based explanation of aggregate stock market behavior --
_g12.
_tProduction-based asset pricing and the link between stock returns and economic fluctuations --
_g13.
_tA cross-sectional test of an investment-based asset pricing model --
_g14.
_tAsset pricing in production economies --
_g15.
_tHabit persistence, asset returns, and the business cycle --
_g16.
_tUnderstanding predictability --
_g17.
_tRisk-sensitive real business cycles --
_g18.
_tThe stock market and capital accumulation --
_g19.
_tUnderstanding risk and return --
_g20.
_tAsset pricing with heterogeneous consumers --
_g21.
_tAsset pricing with heterogeneous consumers and limited participation : empirical evidence.
588 _aMachine converted from AACR2 source record.
650 0 _aInvestments
_xMathematical models
_9370808
650 0 _aMacroeconomics
_xMathematical models
_9371498
700 1 _aCochrane, John H.
_q(John Howland),
_eeditor.
830 0 _aElgar reference collection.
_91030593
830 0 _aInternational library of critical writings in financial economics ;
_v18.
_91033323
907 _a.b11150336
_b11-07-17
_c27-10-15
942 _cB
945 _a332.015195 FIN
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