skip to content
Financial markets and the real economy Preview this item
ClosePreview this item
Checking...

Financial markets and the real economy

Author: John H Cochrane
Publisher: Hanover, MA : Now Publishers, ©2005.
Series: Foundations and trends in finance, v. 1, no. 1.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
The author surveys work on the intersection between macroeconomics and finance. The challenge is to find the right measure of "bad times," rises in the marginal value of wealth, so that we can understand high average returns or low prices as compensation for assets' tendency to pay off poorly in "bad times." The author surveys the literature, covering the time-series and cross-sectional facts, the equity premium,  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Cochrane, John H. (John Howland).
Financial markets and the real economy.
Hanover, MA : Now Publishers, c2005
(DLC) 2006040042
(OCoLC)62896530
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: John H Cochrane
ISBN: 1933019611 9781933019611
OCLC Number: 70853849
Description: 1 online resource (1 v.)
Contents: Facts: Time-variation and business cycle correlation of expected returns --
Equity premium --
Consumption models --
Production, investment and general equilibrium --
Labor income and idiosyncratic risk --
Challenges for the future.
Series Title: Foundations and trends in finance, v. 1, no. 1.
Responsibility: John H. Cochrane.

Abstract:

The author surveys work on the intersection between macroeconomics and finance. The challenge is to find the right measure of "bad times," rises in the marginal value of wealth, so that we can understand high average returns or low prices as compensation for assets' tendency to pay off poorly in "bad times." The author surveys the literature, covering the time-series and cross-sectional facts, the equity premium, consumption-based models, general equilibrium models, and labor income/idiosyncratic risk approaches.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


<http://www.worldcat.org/oclc/70853849>
library:oclcnum"70853849"
library:placeOfPublication
library:placeOfPublication
owl:sameAs<info:oclcnum/70853849>
rdf:typeschema:Book
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:bookFormatschema:EBook
schema:copyrightYear"2005"
schema:creator
schema:datePublished"2005"
schema:description"Facts: Time-variation and business cycle correlation of expected returns -- Equity premium -- Consumption models -- Production, investment and general equilibrium -- Labor income and idiosyncratic risk -- Challenges for the future."@en
schema:description"The author surveys work on the intersection between macroeconomics and finance. The challenge is to find the right measure of "bad times," rises in the marginal value of wealth, so that we can understand high average returns or low prices as compensation for assets' tendency to pay off poorly in "bad times." The author surveys the literature, covering the time-series and cross-sectional facts, the equity premium, consumption-based models, general equilibrium models, and labor income/idiosyncratic risk approaches."@en
schema:exampleOfWork<http://worldcat.org/entity/work/id/19805049>
schema:genre"Electronic books."@en
schema:inLanguage"en"
schema:name"Financial markets and the real economy"@en
schema:publisher
schema:url<http://dx.doi.org/10.1561/0500000001>
schema:url<http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=142671>
schema:url<http://public.eblib.com/EBLPublic/PublicView.do?ptiID=242766>
schema:url
schema:workExample

Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.