Research Monographs in Japan-U.S. Business and Economics

An Empirical Investigation of Stock Markets

The CCF Approach

Authors: Hamori, Shigeyuki

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eBook $129.00
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  • ISBN 978-1-4419-9208-6
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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.

Table of contents (6 chapters)

  • Introduction

    Hamori, Shigeyuki

    Pages 1-5

  • Stock Prices Across International Markets: A Traditional Approach

    Hamori, Shigeyuki

    Pages 7-29

  • Stock Prices Across International Markets: The CCF Approach

    Hamori, Shigeyuki

    Pages 31-59

  • Stock Prices and Effective Exchange Rates

    Hamori, Shigeyuki

    Pages 61-81

  • Stock Prices, Effective Exchange Rates, and Real Economic Activities

    Hamori, Shigeyuki

    Pages 83-119

Buy this book

eBook $129.00
price for USA (gross)
  • ISBN 978-1-4419-9208-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $199.00
price for USA
  • ISBN 978-1-4020-7517-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $169.00
price for USA
  • ISBN 978-1-4613-4838-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
An Empirical Investigation of Stock Markets
Book Subtitle
The CCF Approach
Authors
Series Title
Research Monographs in Japan-U.S. Business and Economics
Series Volume
8
Copyright
2003
Publisher
Springer US
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4419-9208-6
DOI
10.1007/978-1-4419-9208-6
Hardcover ISBN
978-1-4020-7517-9
Softcover ISBN
978-1-4613-4838-2
Series ISSN
1385-7568
Edition Number
1
Number of Pages
XVII, 131
Topics