Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell |
Pubbl/distr/stampa | Chicago, : University of Chicago Press, 2008 |
Descrizione fisica | 1 online resource (444 p.) |
Disciplina | 339.5/3 |
Altri autori (Persone) | CampbellJohn Y |
Collana | A National Bureau of Economic Research conference report |
Soggetto topico |
Monetary policy
Securities - Prices Speculation Capital assets pricing model Investment analysis - Mathematics Capital investments |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-95929-4
9786611959296 0-226-09212-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman. |
Record Nr. | UNINA-9910453789703321 |
Chicago, : University of Chicago Press, 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Asset prices and monetary policy [[electronic resource] /] / edited by John Y. Campbell |
Pubbl/distr/stampa | Chicago, : University of Chicago Press, 2008 |
Descrizione fisica | 1 online resource (444 p.) |
Disciplina | 339.5/3 |
Altri autori (Persone) | CampbellJohn Y |
Collana | A National Bureau of Economic Research conference report |
Soggetto topico |
Monetary policy
Securities - Prices Speculation Capital assets pricing model Investment analysis - Mathematics Capital investments |
Soggetto non controllato | economics, economy, growth, inflation, finances, financial, policy makers, central banks, federal reserve, asset markets, housing market, debt, credit, investors, commodity pricing, stocks, retirement funds, real estate, securities, prices, speculation, math, mathematics, investment, analysis, macroeconomics, expectations, learning, borrowing, exchange rate, monetary |
ISBN |
1-281-95929-4
9786611959296 0-226-09212-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman. |
Record Nr. | UNINA-9910782430603321 |
Chicago, : University of Chicago Press, 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Asset prices and monetary policy / / edited by John Y. Campbell |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Chicago, : University of Chicago Press, 2008 |
Descrizione fisica | 1 online resource (444 p.) |
Disciplina | 339.5/3 |
Altri autori (Persone) | CampbellJohn Y |
Collana | A National Bureau of Economic Research conference report |
Soggetto topico |
Monetary policy
Securities - Prices Speculation Capital assets pricing model Investment analysis - Mathematics Capital investments |
ISBN |
1-281-95929-4
9786611959296 0-226-09212-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti -- Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito -- Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli -- Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider -- Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio -- Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams -- The effect of monetary policy on real commodity prices / Jeffrey A. Frankel -- Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack -- Is bad news about inflation good news for the exchange rate? And, if so, can that tell us anything about the conduct of monetary policy? / Richard H. Clarida and Daniel Waldman. |
Record Nr. | UNINA-9910819065603321 |
Chicago, : University of Chicago Press, 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2007 |
Descrizione fisica | 1 online resource (286 p.) |
Disciplina | 332.63/2042 |
Altri autori (Persone) | SatchellS (Stephen) |
Collana | Quantitative finance series |
Soggetto topico |
Stock price forecasting - Mathematics
Securities - Prices - Mathematical models Investment analysis - Mathematics |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-05765-7
9786611057657 0-08-055067-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices. |
Record Nr. | UNINA-9910457671603321 |
Amsterdam ; ; Boston, : Academic Press, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2007 |
Descrizione fisica | 1 online resource (286 p.) |
Disciplina | 332.63/2042 |
Altri autori (Persone) | SatchellStephen <1949-> |
Collana | Quantitative finance series |
Soggetto topico |
Stock price forecasting - Mathematics
Securities - Prices - Mathematical models Investment analysis - Mathematics |
ISBN |
1-281-05765-7
9786611057657 0-08-055067-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices. |
Record Nr. | UNINA-9910784349603321 |
Amsterdam ; ; Boston, : Academic Press, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Forecasting expected returns in the financial markets / / edited by Stephen Satchell |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2007 |
Descrizione fisica | 1 online resource (286 p.) |
Disciplina | 332.63/2042 |
Altri autori (Persone) | SatchellS (Stephen) |
Collana | Quantitative finance series |
Soggetto topico |
Stock price forecasting - Mathematics
Securities - Prices - Mathematical models Investment analysis - Mathematics |
ISBN |
1-281-05765-7
9786611057657 0-08-055067-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices. |
Record Nr. | UNINA-9910828006003321 |
Amsterdam ; ; Boston, : Academic Press, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett |
Autore | Thomsett Michael C. |
Pubbl/distr/stampa | Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 |
Descrizione fisica | 1 online resource (284 pages) |
Disciplina | 332.632042 |
Soggetto topico |
Stocks - Rate of return
Investments - Mathematics Investment analysis - Mathematics |
Soggetto genere / forma | Electronic books. |
ISBN | 1-5015-0736-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index |
Record Nr. | UNINA-9910467608203321 |
Thomsett Michael C. | ||
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett |
Autore | Thomsett Michael C. |
Pubbl/distr/stampa | Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 |
Descrizione fisica | 1 online resource (284 pages) |
Disciplina | 332.632042 |
Soggetto topico |
Stocks - Rate of return
Investments - Mathematics Investment analysis - Mathematics |
Soggetto non controllato |
Chaikin
Compounding Depreciation Net worth Present value Price/earnings ROI Rate of growth Rate of return Ratios Stochastic |
ISBN | 1-5015-0736-2 |
Classificazione | BUS091000BUS027000BUS050000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index |
Record Nr. | UNINA-9910796633203321 |
Thomsett Michael C. | ||
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett |
Autore | Thomsett Michael C. |
Pubbl/distr/stampa | Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 |
Descrizione fisica | 1 online resource (284 pages) |
Disciplina | 332.632042 |
Soggetto topico |
Stocks - Rate of return
Investments - Mathematics Investment analysis - Mathematics |
Soggetto non controllato |
Chaikin
Compounding Depreciation Net worth Present value Price/earnings ROI Rate of growth Rate of return Ratios Stochastic |
ISBN | 1-5015-0736-2 |
Classificazione | BUS091000BUS027000BUS050000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index |
Record Nr. | UNINA-9910821991603321 |
Thomsett Michael C. | ||
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|