Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis - Contributions to Economics (Paperback)
  • Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis - Contributions to Economics (Paperback)
zoom

Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis - Contributions to Economics (Paperback)

(author)
£139.99
Paperback 460 Pages / Published: 15/07/2013
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783790828320
Number of pages: 460
Weight: 753 g
Dimensions: 235 x 155 x 25 mm
Edition: 2011 ed.

You may also be interested in...

How to Trade In Stocks
Added to basket
Shares Made Simple
Added to basket
£13.99
Paperback
Investing in Shares For Dummies
Added to basket
The Zulu Principle
Added to basket
£25.00
Hardback
Start Day Trading Now
Added to basket
How to Make Money Trading
Added to basket
When Genius Failed
Added to basket
The Future is Small
Added to basket
The Disciplined Trader
Added to basket
£24.95
Hardback
The Little Book of Valuation
Added to basket
One Up On Wall Street
Added to basket
The Warren Buffett Stock Portfolio
Added to basket
Algorithmic Trading
Added to basket
£57.50
Hardback

Please sign in to write a review

Your review has been submitted successfully.