Télécharger le livre :  Money, Stock Prices and Central Banks

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...
Editeur : Physica
Parution : 2011-05-05
Collection : Contributions to Economics
Format(s) : ePub
158,24
Guide des formats