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02339nam a22005055i 4500 |
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978-3-7908-2647-0 |
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DE-He213 |
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20151204172706.0 |
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cr nn 008mamaa |
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110504s2011 gw | s |||| 0|eng d |
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|a 9783790826470
|9 978-3-7908-2647-0
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|a 10.1007/978-3-7908-2647-0
|2 doi
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|a 339
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|a Wiedmann, Marcel.
|e author.
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|a Money, Stock Prices and Central Banks
|h [electronic resource] :
|b A Cointegrated VAR Analysis /
|c by Marcel Wiedmann.
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|a Heidelberg :
|b Physica-Verlag HD :
|b Imprint: Physica,
|c 2011.
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|a XXXVI, 460 p.
|b online resource.
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|a text
|b txt
|2 rdacontent
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|a computer
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|a online resource
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|a text file
|b PDF
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|a Contributions to Economics,
|x 1431-1933
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| 520 |
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|a 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.
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|a Finance.
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|a Econometrics.
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|a Macroeconomics.
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|a Economic policy.
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|a Economics.
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|a Macroeconomics/Monetary Economics//Financial Economics.
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| 650 |
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|a Finance, general.
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| 650 |
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4 |
|a Econometrics.
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| 650 |
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|a Economic Policy.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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| 776 |
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|i Printed edition:
|z 9783790826463
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| 830 |
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|a Contributions to Economics,
|x 1431-1933
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| 856 |
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|u http://dx.doi.org/10.1007/978-3-7908-2647-0
|z Full Text via HEAL-Link
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|a ZDB-2-SBE
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| 950 |
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|a Business and Economics (Springer-11643)
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