An Empirical Investigation of Stock Markets - The CCF Approach (Paperback, Softcover reprint of the original 1st ed. 2003)

An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Research Monographs in Japan-U.S. Business and Economics, 8
Release date:	October 2012
First published:	2003
Authors:	Shigeyuki Hamori
Dimensions:	235 x 155 x 8mm (L x W x T)
Format:	Paperback
Pages:	131
Edition:	Softcover reprint of the original 1st ed. 2003
ISBN-13:	978-1-4613-4838-2
Categories:	Books > Business & Economics > Economics > Macroeconomics > General Books > Business & Economics > Economics > International economics > General
LSN:	1-4613-4838-2
Barcode:	9781461348382

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