ECONOMICS 251N13

DR. WILLIAM SHINGLETON

FALL 2005

EDIT IN 14 POINT FONT

 

NOV29/ FINANCIAL MARKETS                                  CH 32

 

FINISH FARM POLICY

          AGRICULTURE IS VERY HARD WORK

 

ROLE OF FINANCIAL MARKETS

          INTERMEDIARIES

          REDUCE SEARCH AND INFORMATION COSTS

                   ECONOMIES OF SCALE IN INFORMATION

                   ECONOMIES OF SCALE IN RISK

 

INTEREST RATES

          BALANCE THE SUPPLY AND DEMAND FOR FUNDS

          RISK  PREMIUMS

          TAX FACTORS

          LIQUIDITY FACTORS

 



PRESENT DISCOUNTED VALUE CALCULATIONS

          USE INTEREST RATE

          DISCOUNT FUTURE EARNINGS

 

          PDV = FUTURE PAYMENT/DISCOUNT FACTOR

 

          DISCOUNT FACTOR INCREASES WITH TIME TO PAYOFF

 

 

 


MARKET FOR LOANABLE FUNDS

          MEASURING QUANTITY

          MEASURING PRICE

                   INTEREST RATE

                   RISK

                   RISK PREMIUM

 

                   PRESENT VALUE

          SUPPLY

                   PERSONAL SAVING

                   RETAINED EARNINGS

                   FOREIGN INVESTMENT BY OTHERS

 

          DEMAND

                   INVESTMENT

                   PERSONAL LOANS

                   FOREIGN INVESTMENT BY U.S.

 

 

          EQUITIES

                   INITIAL PUBLIC OFFERING

                   DIVIDENDS

 

                   SECONDARY MARKET

                             MARKET DEPTH

                             $$$  NOT THE NUMBER OF SHARES

 

                   REACTING TO NEW INFORMATION

                             FIRM SPECIFIC INFORMATION

                             BROAD ECONOMIC TRENDS

 

                   CAPITAL GAINS

 

                   P/E RATIO           PRICE/EARNINGS RATIO

                             CURRENT PRICE

                             PAST EARNINGS

 

 

 

                   EXPECTED RETURN

                             EXPECTED PDV  =

                                      (DIVIDENDS + CAPITAL GAINS)

 

                             DIVIDED BY

                                          PURCHASE PRICE

 

                             EXPECTED FUTURE PRICE

                                      CHANGE IN EXPECTATIONS

 

                                      BROAD CHANGES IN THE ECONOMY

 

                                      SHOCKS

 

 



BOND MARKET

          MARKET PRICE

          FACE VALUE

          MATURITY DATE

          YIELD

 

          LOANS

          COUPON RATE

          CURRENT YIELD

                   TAXABLE?

 

          DEFAULT

                   RISK PREMIUM

                   EXPECTED PROFIT AS INSURANCE

 

          SECONDARY MARKET

                   LIQUIDITY

                   MARKET DEPTH

                   MOVES FUNDS TO NEW PARTIES