Asset Pricing for Dynamic Economies - Couverture souple

Altug, Sumru

Couverture souple

ISBN 10 : 0521699142 ISBN 13 : 9780521699143

Editeur : Cambridge University Press, 2008

Synopsis

This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie

A propos du livre

À propos des auteurs

Sumru Altug is Professor of Economics at Koç University, Istanbul, and Research Fellow on the International Macroeconomics Programme at the Centre for Economic Policy Research (CEPR), London.

Pamela Labadie is Professor of Economics at George Washington University, Washington DC.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 0521699142
• ISBN 13: 9780521699143
• Reliure: Broché
• Nombre de pages: 600
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France