| 书目名称 | Money, Stock Prices and Central Banks | | 副标题 | A Cointegrated VAR A | | 编辑 | Marcel Wiedmann | | 视频video | | | 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 | | 丛书名称 | Contributions to Economics | | 图书封面 |  | | 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 | | 关键词 | 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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书目名称Money, Stock Prices and Central Banks影响因子(影响力)
书目名称Money, Stock Prices and Central Banks影响因子(影响力)学科排名
书目名称Money, Stock Prices and Central Banks网络公开度
书目名称Money, Stock Prices and Central Banks网络公开度学科排名
书目名称Money, Stock Prices and Central Banks被引频次
书目名称Money, Stock Prices and Central Banks被引频次学科排名
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书目名称Money, Stock Prices and Central Banks年度引用学科排名
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发表于 2025-3-21 19:15:33
