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Money, Stock Prices and Central Banks - A Cointegrated VAR Analysis (Hardcover, Edition.) Loot Price: R4,500
Discovery Miles 45 000
Repayment Terms: R422 pm x 12*
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Money, Stock Prices and Central Banks - A Cointegrated VAR Analysis (Hardcover, Edition.): Marcel Wiedmann

Money, Stock Prices and Central Banks - A Cointegrated VAR Analysis (Hardcover, Edition.)

Marcel Wiedmann

Series: Contributions to Economics

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Loot Price R4,500 Discovery Miles 45 000 | Repayment Terms: R422 pm x 12*

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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.

General

Imprint: Physica-Verlag
Country of origin: Germany
Series: Contributions to Economics
Release date: May 2011
First published: 2011
Authors: Marcel Wiedmann
Dimensions: 235 x 155 x 26mm (L x W x T)
Format: Hardcover
Pages: 460
Edition: Edition.
ISBN-13: 978-3-7908-2646-3
Categories: Books > Business & Economics > Economics > Political economy
Books > Business & Economics > Economics > Macroeconomics > Monetary economics
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > Banking
Books > Money & Finance > Banking
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LSN: 3-7908-2646-4
Barcode: 9783790826463

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