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 | | Dynamic Choice and Asset Markets (Economic Theory, Econometrics, and Mathematical Economics) by Sumru Altug, Pamela Labadie ISBN-10: 9780120554553 ISBN-10: 0-12-055455-0 ISBN-13: 9780120554553 ISBN-13: 978-0-12-055455-3 Hardcover 1995-01 Academic Press Find Lowest Price |
Editorials | ||
Book Description Dynamic Choice and Asset Markets provides thorough models that analyze pricing and costs of all commodities. It considers the consumers' risks and opportunities. The authors begin with the theoretical background and develop the topics by integrating real-world, testable implications. This book is of value to students of finance and macroeconomics as well as researchers and economists using asset pricing models. Key Features * Analyzes theoretical properties of fully worked out equilibrium models * Describes alternative methods for testing the restrictions implied by these models * Analyzes empirical implications of the overlapping generations model * Describes econometric tests of restrictions implied by models for time series and panel data * Provides exercises throughout the book | ||
Reviews | ||
Excelent dynamic asset pricing introduction book This is a basic and very important textbook for those who just start learning dynamic asset pricing theory and try to make a sound background for serious future research in this area. For those who will read more advanced textbooks or papers (written by Sargent, for example), this work certainly will open your mind and help you a lot in undestanding them. | ||