Buch, Englisch, Band 8, 131 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 242 g
Reihe: Research Monographs in Japan-U.S. Business and Economics
The CCF Approach
Buch, Englisch, Band 8, 131 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 242 g
Reihe: Research Monographs in Japan-U.S. Business and Economics
ISBN: 978-1-4613-4838-2
Verlag: Springer US
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
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.