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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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2011.
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| Σειρά: | Contributions to Economics,
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
