Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis
Author:   Marcel Wiedmann
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:  

9783790826463


Pages:   460
Publication Date:   08 May 2011
Format:   Hardback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Our Price $498.96 Quantity:  
Add to Cart

Share |

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


Overview

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.

Full Product Details

Author:   Marcel Wiedmann
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Physica-Verlag GmbH & Co
Dimensions:   Width: 15.50cm , Height: 2.60cm , Length: 23.50cm
Weight:   0.904kg
ISBN:  

9783790826463


ISBN 10:   3790826464
Pages:   460
Publication Date:   08 May 2011
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Reviews

Author Information

Tab Content 6

Author Website:  

Countries Available

All regions
Latest Reading Guide

NOV RG 20252

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now