| 書目名稱 | Money, Stock Prices and Central Banks | | 副標(biāo)題 | A Cointegrated VAR A | | 編輯 | Marcel Wiedmann | | 視頻video | http://file.papertrans.cn/639/638914/638914.mp4 | | 概述 | Improving the understanding of the interrelation between liquidity and stock markets.Including three different liquidity measures: a broad monetary aggregate, the interbank overnight rate and net capi | | 叢書名稱 | Contributions to Economics | | 圖書封面 |  | | 描述 | 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. | | 出版日期 | Book 2011 | | 關(guān)鍵詞 | Central banks; Cointegrated VAR; Econometrics; Money; Stock market | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-7908-2647-0 | | isbn_softcover | 978-3-7908-2832-0 | | isbn_ebook | 978-3-7908-2647-0Series ISSN 1431-1933 Series E-ISSN 2197-7178 | | issn_series | 1431-1933 | | copyright | Springer-Verlag Berlin Heidelberg 2011 |
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書目名稱Money, Stock Prices and Central Banks影響因子(影響力)
書目名稱Money, Stock Prices and Central Banks影響因子(影響力)學(xué)科排名
書目名稱Money, Stock Prices and Central Banks網(wǎng)絡(luò)公開(kāi)度
書目名稱Money, Stock Prices and Central Banks網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書目名稱Money, Stock Prices and Central Banks被引頻次
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