Money, Stock Prices and Central Banks A Cointegrated VAR Analysis

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 marke...

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Príomhchruthaitheoir:	Wiedmann, Marcel (Údar)
Údar corparáideach:	SpringerLink
Resource Type:	Electronic Resource
Teanga:	English
Foilsithe / Cruthaithe:	Heidelberg Physica-Verlag HD Imprint: Physica 2011.
Sraith:	Contributions to Economics 1431-1933
Ábhair:	Stocks > Prices. Banks and banking, Central. Electronic books.
Rochtain ar líne:	Available for University of the Philippines Diliman via SpringerLink. Click here to access