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Money, Stock Prices and Central Banks
Marcel Wiedmann
€ 197.01
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Description for Money, Stock Prices and Central Banks
Hardback. Applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. This title intends to check whether liquidity conditions play an important role in stock market developments. Series: Contributions to Economics. Num Pages: 460 pages, 202 black & white tables, biography. BIC Classification: KCBM; KCH; KCP; KFFK. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 26. Weight in Grams: 901.
This contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. The main objective is to check whether liquidity conditions play an important role in stock market developments. As an innovation, liquidity conditions enter the analysis from three angles: in the form of a broad monetary aggregate, the interbank overnight rate and net capital flows, which represent the share of global liquidity that arrives in the respective country. A second aim is to understand whether central banks are able to influence the stock market. ... Read more
This contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. The main objective is to check whether liquidity conditions play an important role in stock market developments. As an innovation, liquidity conditions enter the analysis from three angles: in the form of a broad monetary aggregate, the interbank overnight rate and net capital flows, which represent the share of global liquidity that arrives in the respective country. A second aim is to understand whether central banks are able to influence the stock market. ... Read more
Product Details
Format
Hardback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
460
Condition
New
Series
Contributions to Economics
Number of Pages
460
Place of Publication
Heidelberg, Germany
ISBN
9783790826463
SKU
V9783790826463
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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