International stock returns and business cycles : report of a conference organized by CEPR and the Weiss Center for International Financial Research, the Wharton School, University of Pennsylvania, in June 1994.
Centre for Economic Policy Research (Great Britain)
Weiss Center for International Financial Research.
London : Centre for Economic Policy Research,
[1994]
"The report contains a review essay of the conference by Robert Chote ... plus non-technical summaries of all the papers presented."--P. [4] of cover.
Includes bibliographical references.
International stock returns and business cycles / Robert Chote -- Non-traded goods, non-traded factors and international non-diversification / Marianne Baxter, Urban J. Jermann and Robert G. King -- Debt and Disinflation / Mario J. Crucini -- Stock returns and real activity: a structural approach / Fabio Canova and Gianni De Nicolo -- Why do consumption and stock returns suggest such different costs of imperfect risk-sharing? / Karen K. Lewis -- Asset pricing implications of real market frictions / Jean-Pierre Danthine and John B. Donaldson -- Informational overshooting, booms and crashes / Joseph Zeira -- Business cycles and the predictability of international stock returns: domestic versus global effects / Warren Bailey and Eric Jacquier -- Does industrial structure explain the benefits of international diversification? / Steven L. Heston and K. Geert Rouwenhorst.
Stocks
Rate of return
Business cycles