Asset prices and monetary policy
By: edited by John Y. Campbell.
Contributors: Campbell, John Y.
Series: A National Bureau of Economic Research conference report
Publisher: University of Chicago Press
Published: 2008
Place of publication: Chicago
Language: eng
Number of pages: 433
ISBN-13: 9780226092119
Subjects: Monetary policy; Securities -- Prices; Speculation; Capital assets pricing model; Investment analysis -- Mathematics; Capital investments
Notes: Includes bibliographical references and indexes.
Table of contents: title: Measuring the macroeconomic risks posed by asset price booms / Stephen G. Cecchetti; title: Expectations, asset prices, and monetary policy : the role of learning / Simon Gilchrist and Masashi Saito; title: Optimal monetary policy with collateralized household debt and borrowing constraints / Tommaso Monacelli; title: Inflation illusion, credit, and asset prices / Monika Piazzesi and Martin Schneider; title: Learning, macroeconomic dynamics, and the term structure of interest rates / Hans Dewachter and Marco Lyrio; title: Revealing the secrets of the temple : the value of publishing central bank interest rate projections / Glenn D. Rudebusch and John C. Williams; title: The effect of monetary policy on real commodity prices / Jeffrey A. Frankel; title: Noisy macroeconomic announcements, monetary policy, and asset prices / Roberto Rigobon and Brian Sack; title: 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.