Financial markets, asymmetric information and macroeconomic equilibrium:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Aldershot u.a.
Dartmouth
1993
|
| Edition: | 1. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 188 S. graph. Darst. |
| ISBN: | 1855211777 |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | FINANCIAL MARKETS,
ASYMMETRIC
INFORMATION AND
MACROECONOMIC
EQUILIBRIUM
Fabrizio Mattesini
Department of Economies,
University of Molise, Campobasso
LUISS University, Rome
Dartmouth
Aldershot • Brookfield USA- Hong Kong • Singapore
Sydney
Contents
List of Figures x
Introduction 1
Chapter 1: Financial Markets and the Economy: Background
1 1 Pre-keynesian Business Cycle Theory 7
1 2 Keynesians and Monetarists 11
1 3 Patinkin, Gurley and Shaw, Brainard and Tobin 12
1 4 Financial Markets and the Economy: Further Studies IS
1 5 The Availability Theory 17
1 6 Early Theories of Credit Rationing 20
Chapter 2: Financial Markets and Asymmetric Information
2 1 Introduction 26
2 2 Adverse Selection and Moral Hazard 27
2 3 Adverse Selection inHhe Credit Market
231 Jaffee and Russell 30
232 Stiglitz and Weiss 34
233 The Stiglitz and Weiss Model: Comments
and Extensions 37
234 Self Selection in the Credit Market 41
vn
2 4 Ex-post Moral Hazard in the Credit Market
and Costly State Verification
241 Debt Contracts as Optimal Contractual
Arrangements 47
242 Credit Rationing 53
243 Production Decisions and Optimal Loan Contracts 55
244 The Costly State Verification Approach:
Further Remarks 58
2 5 Adverse Selection in the Equity Market 60
2 6 Government Intervention 68
2 7 Asymmetric Information and the Theory of Financial
Intermediation
271 Introduction 73
272 Information and Liquidity Insurance 75
273 Intermediation and Monitoring Costs 80
Chapter 3: Capital Markets Imperfections and Macroeconomic
Equilibrium
3 1 Introduction J 89
3 2 Financial Intermediation and Credit Rationing in
a Real Business Cycle Model 92
3 3 Firms Equity in a Simple Macroeconomic Model 99
3 4 Firms Assets and Macroeconomic Fluctuations: Further
Results 106
3 5 Capital Markets Imperfections and the New Keyriesian
Macroeconomics 110
3 6 Capital Markets Imperfections and the Real Business
Cycle Approach 113
3 7 Financial Intermediation and Growth 114
3 8 The Monetary Transmission Mechanism
381 Introduction 117
382 Credit and Aggregate Demand 118
383 Money and Aggregate Supply 123
Chapter 4: Evidence
4 1 Introduction 131
4 2 Empirical Estimates of Credit Rationing 133
4 3 Corporate Financial Structure, Liquidity
vm
and Investment 139
4 4 Evidence from Historical Episodes and Structural
Macroeconomic Models 145
4 5 Vector Autoregression Analysis 152
Bibliography 171
Author Index 183
Subject Index 186
IX
|
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| spelling | Mattesini, Fabrizio Verfasser aut Financial markets, asymmetric information and macroeconomic equilibrium Fabrizio Mattesini 1. ed. Aldershot u.a. Dartmouth 1993 X, 188 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Finances - Modèles mathématiques ram Financiële instellingen gtt Kapitaalmarkt gtt Macro-economie gtt Marché financier - Modèles mathématiques ram Wiskundige modellen gtt Équilibre (économie politique) ram Mathematisches Modell Finance -- Mathematical models Credit -- Mathematical models Capital market -- Mathematical models Information theory in economics Gleichgewichtsmodell (DE-588)4125214-7 gnd rswk-swf Allgemeines Gleichgewicht (DE-588)4129904-8 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Asymmetrische Information (DE-588)4120934-5 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Asymmetrische Information (DE-588)4120934-5 s Allgemeines Gleichgewicht (DE-588)4129904-8 s DE-604 Mathematisches Modell (DE-588)4114528-8 s Kapitalmarkt (DE-588)4029578-3 s Gleichgewichtsmodell (DE-588)4125214-7 s DE-188 HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005088062&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mattesini, Fabrizio Financial markets, asymmetric information and macroeconomic equilibrium Finances - Modèles mathématiques ram Financiële instellingen gtt Kapitaalmarkt gtt Macro-economie gtt Marché financier - Modèles mathématiques ram Wiskundige modellen gtt Équilibre (économie politique) ram Mathematisches Modell Finance -- Mathematical models Credit -- Mathematical models Capital market -- Mathematical models Information theory in economics Gleichgewichtsmodell (DE-588)4125214-7 gnd Allgemeines Gleichgewicht (DE-588)4129904-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd Asymmetrische Information (DE-588)4120934-5 gnd Kreditmarkt (DE-588)4073788-3 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
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| title | Financial markets, asymmetric information and macroeconomic equilibrium |
| title_auth | Financial markets, asymmetric information and macroeconomic equilibrium |
| title_exact_search | Financial markets, asymmetric information and macroeconomic equilibrium |
| title_full | Financial markets, asymmetric information and macroeconomic equilibrium Fabrizio Mattesini |
| title_fullStr | Financial markets, asymmetric information and macroeconomic equilibrium Fabrizio Mattesini |
| title_full_unstemmed | Financial markets, asymmetric information and macroeconomic equilibrium Fabrizio Mattesini |
| title_short | Financial markets, asymmetric information and macroeconomic equilibrium |
| title_sort | financial markets asymmetric information and macroeconomic equilibrium |
| topic | Finances - Modèles mathématiques ram Financiële instellingen gtt Kapitaalmarkt gtt Macro-economie gtt Marché financier - Modèles mathématiques ram Wiskundige modellen gtt Équilibre (économie politique) ram Mathematisches Modell Finance -- Mathematical models Credit -- Mathematical models Capital market -- Mathematical models Information theory in economics Gleichgewichtsmodell (DE-588)4125214-7 gnd Allgemeines Gleichgewicht (DE-588)4129904-8 gnd Mathematisches Modell (DE-588)4114528-8 gnd Asymmetrische Information (DE-588)4120934-5 gnd Kreditmarkt (DE-588)4073788-3 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | Finances - Modèles mathématiques Financiële instellingen Kapitaalmarkt Macro-economie Marché financier - Modèles mathématiques Wiskundige modellen Équilibre (économie politique) Mathematisches Modell Finance -- Mathematical models Credit -- Mathematical models Capital market -- Mathematical models Information theory in economics Gleichgewichtsmodell Allgemeines Gleichgewicht Asymmetrische Information Kreditmarkt Kapitalmarkt |
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