2011

Asset Prices, Booms and Recessions

Financial Economics from a Dynamic Perspective

Authors:

ISBN: 978-3-642-20679-5 (Print) 978-3-642-20680-1 (Online)

Table of contents (24 chapters)

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  1. Front Matter

    Pages i-xi

  2. No Access

    Book Chapter

    Pages 1-6

    Introduction

  3. Money, Bonds and Economic Activity

    1. Front Matter

      Pages 7-7

    2. No Access

      Book Chapter

      Pages 9-15

      Money, Bonds and Interest Rates

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      Book Chapter

      Pages 17-24

      Term Structure of Interest Rates

  4. The Credit Market and Economic Activity

    1. Front Matter

      Pages 25-25

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      Book Chapter

      Pages 27-48

      Theories on Credit Market, Credit Risk and Economic Activity

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      Book Chapter

      Pages 49-76

      Empirical Tests on Credit Market and Economic Activity

  5. The Stock Market and Economic Activity

    1. Front Matter

      Pages 77-77

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      Book Chapter

      Pages 79-88

      Approaches to Stock Market and Economic Activity

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      Book Chapter

      Pages 89-95

      Macro Factors and the Stock Market

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      Book Chapter

      Pages 97-102

      New Technology and the Stock Market

  6. Asset Pricing and Economic Activity

    1. Front Matter

      Pages 103-103

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      Book Chapter

      Pages 105-113

      Static Portfolio Theory: CAPM and Extensions

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      Book Chapter

      Pages 115-127

      Consumption Based Asset Pricing Models

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      Book Chapter

      Pages 129-135

      Asset Pricing Models with Production

  7. Foreign Exchange Market, Financial Instability and Economic Activity

    1. Front Matter

      Pages 137-137

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      Book Chapter

      Pages 139-144

      Balance Sheets and Financial Instability

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      Book Chapter

      Pages 145-167

      Exchange Rate Shocks, Financial Crisis and Output Loss

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      Book Chapter

      Pages 169-178

      International Portfolio and the Diversification of Risk

  8. Advanced Modeling of Asset Markets

    1. Front Matter

      Pages 179-179

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      Book Chapter

      Pages 181-187

      Agent Based and Evolutionary Modeling of Asset Markets

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      Book Chapter

      Pages 189-202

      Behavioral Models of Dynamic Asset Pricing

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      Book Chapter

      Pages 203-222

      Dynamic Portfolio Choice Models: Theory

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      Book Chapter

      Pages 223-239

      Dynamic Portfolio Choice Models: Empirics

  9. Asset Prices, Leveraging and Boom-Bust Cycles

    1. Front Matter

      Pages 241-241

    2. No Access

      Book Chapter

      Pages 243-253

      Some Empirics on Asset Prices, Leveraging and Credit Crisis

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      Book Chapter

      Pages 255-269

      Credit, Credit Derivatives, and Credit Default

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