Marcel Wiedmann: 1 book
Money, Stock Prices and Central Banks
A Cointegrated VAR Analysis
Language: English
Release Date: May 5, 2011
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...
