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Financial markets and the real economy

Author: John H Cochrane
Publisher: Hanover, Mass. : Now Publishers, 2005.
Series: Foundations and trends in finance, 1:1 (2005)
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

Reviews the academic literature on the macroeconomics of finance. This book starts by collecting the important facts such as the equity premium, size and value effects, and the predictability of  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: John H Cochrane
ISBN: 1933019158 9781933019154
OCLC Number: 62896530
Notes: "This book is originally published as Foundations and trends in finance, volume 1, issue 1 (2005), ISSN 1567-2409"--Page 4 of cover.
Description: vi, 103 pages ; 24 cm.
Contents: Introduction --
Facts : Time-variation and business cycle correlation of expected returns --
Equity premium --
Consumption models --
Production, investment and general equilibrium --
Labor income and stockholding and microdata --
Challenges for the future.
Series Title: Foundations and trends in finance, 1:1 (2005)
Other Titles: Foundations and trends in finance.
Responsibility: John H. Cochrane.
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