000			02332nam a22005055i 4500
001			978-3-7908-2647-0
003			DE-He213
005			20140220083819.0
007			cr nn 008mamaa
008			110504s2011 gw | s |||| 0|eng d
020			_a9783790826470 _9978-3-7908-2647-0
024	7		_a10.1007/978-3-7908-2647-0 _2doi
050		4	_aHB172.5
072		7	_aKCB _2bicssc
072		7	_aKCBM _2bicssc
072		7	_aBUS039000 _2bisacsh
072		7	_aBUS045000 _2bisacsh
082	0	4	_a339 _223
100	1		_aWiedmann, Marcel. _eauthor.
245	1	0	_aMoney, Stock Prices and Central Banks _h[electronic resource] : _bA Cointegrated VAR Analysis / _cby Marcel Wiedmann.
264		1	_aHeidelberg : _bPhysica-Verlag HD : _bImprint: Physica, _c2011.
300			_aXXXVI, 460 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aContributions to Economics, _x1431-1933
520			_aThis 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.
650		0	_aEconomics.
650		0	_aEconometrics.
650		0	_aEconomic policy.
650		0	_aMacroeconomics.
650	1	4	_aEconomics/Management Science.
650	2	4	_aMacroeconomics/Monetary Economics.
650	2	4	_aFinance/Investment/Banking.
650	2	4	_aEconometrics.
650	2	4	_aEconomic Policy.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783790826463
830		0	_aContributions to Economics, _x1431-1933
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-7908-2647-0
912			_aZDB-2-SBE
999			_c108718 _d108718