Money, Stock Prices and Central Banks A Cointegrated VAR Analysis /

Money, Stock Prices and Central Banks A Cointegrated VAR Analysis /

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 marke...

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Bibliographic Details
Main Author: Wiedmann, Marcel (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2011.
Series:Contributions to Economics,
Subjects:
Finance.
Econometrics.
Macroeconomics.
Economic policy.
Economics.
Macroeconomics/Monetary Economics//Financial Economics.
Finance, general.
Economic Policy.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

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Call Number: 330.01 BAU
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