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

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

by Marcel Wiedmann (Author)

Synopsis

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.

$205.45

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 446
Edition: 1st Edition.
Publisher: Physica-Verlag HD
Published: 08 May 2011

ISBN 10: 3790826464
ISBN 13: 9783790826463