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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| Format: | Electronic eBook |
| Language: | English |
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Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2011.
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| Series: | Contributions to Economics,
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| Online Access: | Full Text via HEAL-Link |
