Authors:
- 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 capital flows which represent the share of global liquidity that arrives in the respective country
- Analyzing the long-run behavior and short-run dynamics of stock markets in the framework of a cointegrated VAR model
- Cross-country analysis including 5 developed and 3 emerging economies
- Includes supplementary material: sn.pub/extras
Part of the book series: Contributions to Economics (CE)
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Table of contents (8 chapters)
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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McKinsey & Company, Stuttgart, Germany
Marcel Wiedmann
Bibliographic Information
Book Title: Money, Stock Prices and Central Banks
Book Subtitle: A Cointegrated VAR Analysis
Authors: Marcel Wiedmann
Series Title: Contributions to Economics
DOI: https://doi.org/10.1007/978-3-7908-2647-0
Publisher: Physica Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Hardcover ISBN: 978-3-7908-2646-3Published: 08 May 2011
Softcover ISBN: 978-3-7908-2832-0Published: 15 July 2013
eBook ISBN: 978-3-7908-2647-0Published: 05 May 2011
Series ISSN: 1431-1933
Series E-ISSN: 2197-7178
Edition Number: 1
Number of Pages: XXXVI, 460
Topics: Macroeconomics/Monetary Economics//Financial Economics, Finance, general, Econometrics, Economic Policy