Overview
Part of the book series: Research Monographs in Japan-U.S. Business and Economics (JUSB, volume 8)
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Table of contents (6 chapters)
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Front Matter
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Back Matter
Keywords
About this book
An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries.
Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.
Authors and Affiliations
Bibliographic Information
Book Title: An Empirical Investigation of Stock Markets
Book Subtitle: The CCF Approach
Authors: Shigeyuki Hamori
Series Title: Research Monographs in Japan-U.S. Business and Economics
DOI: https://doi.org/10.1007/978-1-4419-9208-6
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2003
Hardcover ISBN: 978-1-4020-7517-9Published: 30 September 2003
Softcover ISBN: 978-1-4613-4838-2Published: 03 October 2012
eBook ISBN: 978-1-4419-9208-6Published: 06 December 2012
Series ISSN: 1385-7568
Edition Number: 1
Number of Pages: XVII, 131
Topics: International Economics, Macroeconomics/Monetary Economics//Financial Economics