000			02251nam a22004695i 4500
001			u377066
003			SIRSI
005			20160812084444.0
007			cr nn 008mamaa
008			110504s2011 gw | s |||| 0|eng d
020			_a9783790826470 _9978-3-7908-2647-0
040			_cMX-MeUAM
050		4	_aHB172.5
082	0	4	_a339 _223
100	1		_aWiedmann, Marcel. _eauthor.
245	1	0	_aMoney, Stock Prices and Central Banks _h[recurso electrónico] : _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	_zLibro electrónico _uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-7908-2647-0
596			_a19
942			_cLIBRO_ELEC
999			_c204946 _d204946