(Read now) Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis (Contributions to Economics)
♥ Marcel Wiedmann ♥
2011-05-05 2011-05-05File Name: B00F780MAI
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 repre... [PDF.yd20] Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis (Contributions to Economics) Rating: 4.81 (720 Votes)
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