Asset prices, booms and recessions : Financial economics from a dynamic perspective
- المؤلف
- Willi Semmler
- سنة النشر
- 2006
- الناشر
- Springer
- لغة الملف
- انكليزي
- نوع الملف
- Book
- تصنيف الكتاب
- Business Administration
- تحميل الكتاب قراءة الكتاب
Studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. The financial market to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the activity of firms, banks, households, governments and countries. The book shows how economic activity affects asset prices and the financial market and how asset prices and financial market volatility feed back to economic activity. The focus in this book is on theories, dynamic models and empirical evidence.
الكلمات المفتاحية: Business and Economics / Asset Pricing / Asset Pricing Model / Asset Pricing beyond CAPM / Bonds / CaPM / Dynamic Portfolio Decisions / Financial economics / Financial Market / Financial Market Dynamics / Financial Markets / Macroeconomics / Portfolio
