Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis (Contributions to Economics) - Image 1

£108.78

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

Name: Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis (Contributions to Economics)
Brand: Physica
Price: 108.45 GBP
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Econometrics

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Description

Product Description 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. From the Back Cover 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.

Product Specifications

Brand: Physica
Format: paperback
ASIN: 3790828327
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 15 July 2013
Listed Since: 07 June 2013

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

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