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money/credit growth rates are also related to the following asset price bust that ... between real money growth and asset price booms seems to be weak. ...

http://www.ecb.int/pub/pdf/scpwps/ecbwp1068.pdf

by AD WILKIE - Cited by 2

http://www.actuaries.org/AFIR/colloquia/Cairns/Wilkie.pdf

by H Bohn - Cited by 21

http://finance.wharton.upenn.edu/~rlwctr/papers/8916.PDF

by A Belke - Related articles

http://www.oecd.org/dataoecd/13/4/43687355.pdf

2 Literature review on money, credit, asset price developments and asset price busts ..... between real money growth and asset price booms seems to be weak. ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1429265_code485639.pdf?abstractid=1429265&mirid=1

bubbles involved the price level, i.e., the value of money, and the analysis took the relevant asset quantity, i.e., the nominal ...

http://www.nber.org/papers/w1059.pdf

abundance of money ... In this paper we assess the overall consequences of the Confederate funding acts for asset prices and commodity prices. ...

http://www.nber.org/papers/w9230.pdf

ASSET PRICE AND CURRENT ACCOUNT DYNAMICS. 93. Unambiguously, both savings and money demand are function of the rate of return on land ...

http://www.informaworld.com/index/751246364.pdf

2 Asset price bubbles, Christian Gilles and Stephen F. LeRoy, The New Palgrave Dictionary of Money and Finance, Vol 1, pp 74, (London: Macmillan, 1992) ...

http://www.essex.ac.uk/economics/eesj/sp07/craddock-371.pdf

banks from runs that contracted their reserves and reduced the money supply. Asset prices would not have plunged to the extent that they did, ...

http://www.springerlink.com/index/E67406807KP6K038.pdf

fiat money with positive price. Since fiat money is an asset with zero dividend, its positive price cannot be attributed to the lack of countable additivity ...

http://www.springerlink.com/index/UNWUBBEL633CQT50.pdf

by M Fukac - 2003 - Related articles

http://home.cerge-ei.cz/fukac/soubory/monetary.pdf

by O Issing - 2009 - Cited by 7

http://cato-institute.org/pubs/journal/cj29n1/cj29n1-5.pdf

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http://www.rieti.go.jp/jp/publications/dp/04e026.pdf

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http://www.rieti.go.jp/jp/publications/dp/06e010.pdf

by AS Posen - 2009 - Cited by 1

http://www.iie.com/publications/papers/posen1209.pdf

by RA Jarrow - Cited by 16

http://www.orie.cornell.edu/~protter/WebPapers/Completebubble18.pdf

by R Adalid - Cited by 44

http://www.bankofengland.co.uk/publications/events/ccbs_cew2008/presentation_detken.pdf

Why do rational arbitrageurs, whose work is to make money on the mispricing ... Cochrane, J. H., Asset Pricing, Princeton University Press, 2001. Handouts ...

http://isites.harvard.edu/fs/docs/icb.topic591829.files/syllabi02/agronin_syllabus.pdf

by F Allen - Cited by 15

http://fic.wharton.upenn.edu/fic/papers/02/0222.pdf

by M Emiris - 2002 - Related articles

http://www.cepr.org/meets/wkcn/1/1524/papers/emiris.pdf

by MD Bordo - 2000 - Cited by 9

http://eh.net/XIIICongress/cd/papers/45BordoJeanne37.pdf

market portfolio of the capital asset pricing model of Sharpe [25] and Lintner .... For a constant expected rate of change of the price of money, an ...

http://www.cob.ohio-state.edu/fin/faculty/stulz/publishedpapers/Assetpricingandexpectedinflation.pdf

by YS Li - 2009 - Related articles

http://econ.ndhu.edu.tw/files/tea/2009/1A/66.pdf

by S Shiratsuka - Cited by 12

http://www.bis.org/publ/bppdf/bispap21e.pdf

Part C Determination of discount rates. • Historic asset returns. • Time value of money. • Risk. • Portfolio theory. • Capital Asset Pricing Model (CAPM). ...

http://web.mit.edu/15.407/file/Ch11.pdf

by S Becker - 2007 - Cited by 13

http://www.euractiv.com/29/images/liquidity_tcm29-165003.pdf

by OA Vital - 2004 - Cited by 2

http://www.bsp.gov.ph/downloads/publications/2004/BSR2004b_02.pdf

understanding Asset Pricing and Investment. Choices. Bruno Solnik ... Cannot make money on anomalies: - Many “anecdotes” apply to minuscule market value. ...

http://www.europlace-finance.com/ief06/p_am_01.pdf

by YS Li - 2009 - Related articles

http://homepage.ntu.edu.tw/~yitingli/file/macro and money/collateral_ppt.pdf

over the massive increase in money supply and the rapid rise in asset prices in the summer of 1986. The concern of senior BOJ officials is expressed in the ...

http://www.imes.boj.or.jp/english/publication/edps/2003/03-E-15.pdf

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http://www.imes.boj.or.jp/english/publication/mes/2000/me18-2-6.pdf

by A Belke - 2009 - Related articles

http://www.caseconference.eu/pdf/CASE_Belke_final.pdf

money growth during asset price boom episodes might be exactly the “extra ... association between money and asset prices certainly remains much stronger ...

http://ec.europa.eu/economy_finance/events/2006/arc2006/excessiveliquidity_en.pdf

Asset pricing for dynamic economics / Sumru Altug and Pamela Labadie. ..... also follows this basic principle – if money as an asset has value in equilib- ...

http://assets.cambridge.org/97805218/75851/frontmatter/9780521875851_frontmatter.pdf

by J Burton - Cited by 18

http://www.investmentthinktank.com/wp-content/whitepapers/Asset Allocation/Revisiting The Capital Asset Pricing Model.pdf

by H Wu - 2008 - Related articles

http://www.eurojournals.com/irjfe 15 wu.pdf

by MF Bryan - 2001 - Cited by 37

http://people.brandeis.edu/~cecchett/pdf/assetdfi.pdf

under Q the risky asset price process S is a martingale. .... First we must discount for the time value of money; usually we work in a finite horizon, ie, ...

http://stats.lse.ac.uk/cetin/istanbulworkshop/Protter_2.pdf

by JV Giese - 2007 - Cited by 11

http://www.edge-page.net/jamb2007/papers/GieseandTuxen06-07-2007.pdf

by RJ Shiller - 2007 - Cited by 13

http://cowles.econ.yale.edu/P/cd/d16a/d1632.pdf

24 Nov 2009 ... and easy money conditions are still in place and remain support- ive of asset price appreciation. Ample Global Liquidity Helps Lift ...

https://401k.fidelity.com/static/dcl/shared/documents/MKTG_Volatility/MKTG_Ample_Global_Liquidity_Helps_Lift_Asset_Prices.pdf

by KA Erturk - Cited by 8

http://www.econ.utah.edu/~korkut/is_lm_journal_08_final.pdf

by S BASAK - Cited by 16

http://www.restud.com/uploads/papers/MS 12224 manuscript.pdf

be studied separately in the context of the capital asset pricing model. The alternative of including money as an asset would require the inclusion of the ...

http://webuser.bus.umich.edu/ehkim/articles/capassetpricing-jfqa1976.pdf

If it does, is it 'irrational'? Can arbitrageurs make money out of it? And does the concept of herding help to explain the formation of asset price bubbles? ...

http://www.homepages.ucl.ac.uk/~uctpagu/Article_CollerCapital.pdf

determined, the asset market equilibrium condition determines the price level. P = M / L(Y, r + πe). • The price level is the ratio of nominal money supply ...

http://emlab.berkeley.edu/users/webfac/wood/e100b_sp08/lecture10.pdf

Key Words: Asset Pricing; CAPM; Money-in-the-Utility; Cash-in-Advance; ...... Bohn, H., "On Cash-in-Advance Models of Money Demand and Asset Pricing," ...

http://www.e.u-tokyo.ac.jp/cirje/research/conf/tcer2000/baba.pdf

by C Hommes - 2004 - Cited by 60

http://www1.fee.uva.nl/creed/pdffiles/coord04.pdf

The capital asset pricing model (CAPM) is a theory of the relationship ... to raise the money necessary for the proper discharge of its public duties.“ ...

http://www.psc.state.al.us/29054/bellsouth_directii/billingsley/040120_29054_exhibit_rsb-4.pdf