An Empirical Investigation of Stock Markets
Springer-Verlag New York Inc.
978-1-4613-4838-2 (ISBN)
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.
1. Introduction.- 2. Stock Prices Across International Markets: A Traditional Approach.- 1 Introduction.- 2 Selected Literature Review.- 3 Data.- 4 Empirical Technique: var.- 5 Empirical Technique: LA-VAR.- 6 Conclusion.- 3. Stock Prices Across International Markets: The CCF Approach.- 1 Introduction.- 2 Empirical Technique.- 3 Data.- 4 Empirical Results.- 5 Conclusion.- 4. Stock Prices and Effective Exchange Rates.- 1 Introduction.- 2 Selected Literature Review.- 3 Data.- 4 Empirical Results.- 5 Conclusion.- 5. Stock Prices, Effective Exchange Rates, and Real Economic Activities.- 1 Introduction.- 2 Selected Literature Review.- 3 Data.- 4 Empirical Technique.- 5 Empirical Results.- 6 Conclusion.- 6. Summary and Future Research Directions.- 1 Summary.- 2 Future Research Directions.- References.
Erscheint lt. Verlag | 3.10.2012 |
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Reihe/Serie | Research Monographs in Japan-U.S. Business and Economics ; 8 |
Zusatzinfo | XVII, 131 p. |
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Medizin / Pharmazie |
Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft | |
Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie | |
ISBN-10 | 1-4613-4838-2 / 1461348382 |
ISBN-13 | 978-1-4613-4838-2 / 9781461348382 |
Zustand | Neuware |
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