A Stochastic Index of the Cost of Life: An Application to Recent and Historical Asset Price Fluctuations

Book chapter

Michael F Bryan, Stephen G Cecchetti and Roisin O'Sullivan

Asset price bubbles: The implications for monetary, regulatory, and international policies. 2003, pp. 277-89, pp.277-289

01/01/2003

Abstract

Asset Price

Asset Pricing, Trading Volume, Bond Interest Rates (G12)

Economic History: Financial Markets and Institutions: U.S., Canada: 1913- (N22)

Economic History: Macroeconomics and Monetary Economics, Industrial Structure, Growth, Fluctuations: U.S., Canada: 1913- (N12)

Information and Market Efficiency, Event Studies, Insider Trading (G14)

Northern America

Price Level, Inflation, Deflation (E31)

Prices

U.S

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Title: A Stochastic Index of the Cost of Life: An Application to Recent and Historical Asset Price Fluctuations
Creators: Michael F Bryan
Stephen G Cecchetti
Roisin O'Sullivan
Contributors: Michael Pomerleano (Editor)
William C Hunter (Editor)
George G Kaufman (Editor)
Publication Details: Asset price bubbles: The implications for monetary, regulatory, and international policies. 2003, pp. 277-89, pp.277-289
Identifiers: 9924036753701921
Academic Unit: Brandeis International Business School; Department of Economics
Language: English
Resource Type: Book chapter