Asset Prices, Booms and Recessions

1. Introduction

Part I. Money, Bonds and Economic Activity

2. Money, Bonds and Interest Rates

3. Term Structure of Interest Rates

Part II. The Credit Market and Economic Activity

4. Theories on Credit Market, Credit Risk and Economic Activity

5. Empirical Tests on Credit Market and Economic Activity

Part III. The Stock Market and Economic Activity

6. Approaches to Stock Market and Economic Activity

7. Macro Factors and the Stock Market

8. New Technology and the Stock Market

Part IV. Asset Pricing and Economic Activity

9. Static Portfolio Theory: CAPM and Extensions

10. Consumption Based Asset Pricing Models

11. Asset Pricing Models with Production

Part V. Foreign Exchange Market, Financial Instability and Economic Activity

12. Balance Sheets and Financial Instability

13. Exchange Rate Shocks, Financial Crisis and Output Loss

14. International Portfolio and the Diversification of Risk

Part VI. Advanced Modeling of Asset Markets

15. Agent Based and Evolutionary Modeling of Asset Markets

16. Behavioral Models of Dynamic Asset Pricing

17. Dynamic Portfolio Choice Models

18. Some Policy Conclusions

DRM-restrictions

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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000