An Empirical Investigation of Stock Markets: The CCF Approach
An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer US
2003
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Ausgabe: | 1st ed. 2003 |
Schriftenreihe: | Research Monographs in Japan-U.S. Business and Economics
8 |
Schlagworte: | |
Online-Zugang: | BTU01 URL des Erstveröffentlichers |
Zusammenfassung: | An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. 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 |
Beschreibung: | 1 Online-Ressource (XVII, 131 p) |
ISBN: | 9781441992086 |
DOI: | 10.1007/978-1-4419-9208-6 |
Internformat
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Datensatz im Suchindex
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adam_txt | |
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author | Hamori, Shigeyuki |
author_facet | Hamori, Shigeyuki |
author_role | aut |
author_sort | Hamori, Shigeyuki |
author_variant | s h sh |
building | Verbundindex |
bvnumber | BV046871685 |
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ctrlnum | (ZDB-2-SBE)978-1-4419-9208-6 (OCoLC)725246595 (DE-599)BVBBV046871685 |
dewey-full | 337 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 337 - International economics |
dewey-raw | 337 |
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dewey-sort | 3337 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
doi_str_mv | 10.1007/978-1-4419-9208-6 |
edition | 1st ed. 2003 |
format | Electronic eBook |
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geographic_facet | Japan Großbritannien USA Deutschland |
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illustrated | Not Illustrated |
index_date | 2024-07-03T15:15:36Z |
indexdate | 2024-07-10T08:56:08Z |
institution | BVB |
isbn | 9781441992086 |
language | English |
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physical | 1 Online-Ressource (XVII, 131 p) |
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series2 | Research Monographs in Japan-U.S. Business and Economics |
spelling | Hamori, Shigeyuki Verfasser aut An Empirical Investigation of Stock Markets The CCF Approach by Shigeyuki Hamori 1st ed. 2003 New York, NY Springer US 2003 1 Online-Ressource (XVII, 131 p) txt rdacontent c rdamedia cr rdacarrier Research Monographs in Japan-U.S. Business and Economics 8 An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. 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 International Economics Macroeconomics/Monetary Economics//Financial Economics International economics Macroeconomics Internationaler Preiszusammenhang (DE-588)4162074-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Aktienkurs (DE-588)4141736-7 gnd rswk-swf Kapitalismus (DE-588)4029577-1 gnd rswk-swf Börse (DE-588)4007502-3 gnd rswk-swf Japan (DE-588)4028495-5 gnd rswk-swf Großbritannien (DE-588)4022153-2 gnd rswk-swf USA (DE-588)4078704-7 gnd rswk-swf Deutschland (DE-588)4011882-4 gnd rswk-swf Deutschland (DE-588)4011882-4 g Börse (DE-588)4007502-3 s Kapitalismus (DE-588)4029577-1 s Japan (DE-588)4028495-5 g USA (DE-588)4078704-7 g Großbritannien (DE-588)4022153-2 g DE-604 Aktienkurs (DE-588)4141736-7 s Internationaler Preiszusammenhang (DE-588)4162074-4 s Ökonometrie (DE-588)4132280-0 s Erscheint auch als Druck-Ausgabe 9781461348382 Erscheint auch als Druck-Ausgabe 9781402075179 Erscheint auch als Druck-Ausgabe 9781441992093 https://doi.org/10.1007/978-1-4419-9208-6 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Hamori, Shigeyuki An Empirical Investigation of Stock Markets The CCF Approach International Economics Macroeconomics/Monetary Economics//Financial Economics International economics Macroeconomics Internationaler Preiszusammenhang (DE-588)4162074-4 gnd Ökonometrie (DE-588)4132280-0 gnd Aktienkurs (DE-588)4141736-7 gnd Kapitalismus (DE-588)4029577-1 gnd Börse (DE-588)4007502-3 gnd |
subject_GND | (DE-588)4162074-4 (DE-588)4132280-0 (DE-588)4141736-7 (DE-588)4029577-1 (DE-588)4007502-3 (DE-588)4028495-5 (DE-588)4022153-2 (DE-588)4078704-7 (DE-588)4011882-4 |
title | An Empirical Investigation of Stock Markets The CCF Approach |
title_auth | An Empirical Investigation of Stock Markets The CCF Approach |
title_exact_search | An Empirical Investigation of Stock Markets The CCF Approach |
title_exact_search_txtP | An Empirical Investigation of Stock Markets The CCF Approach |
title_full | An Empirical Investigation of Stock Markets The CCF Approach by Shigeyuki Hamori |
title_fullStr | An Empirical Investigation of Stock Markets The CCF Approach by Shigeyuki Hamori |
title_full_unstemmed | An Empirical Investigation of Stock Markets The CCF Approach by Shigeyuki Hamori |
title_short | An Empirical Investigation of Stock Markets |
title_sort | an empirical investigation of stock markets the ccf approach |
title_sub | The CCF Approach |
topic | International Economics Macroeconomics/Monetary Economics//Financial Economics International economics Macroeconomics Internationaler Preiszusammenhang (DE-588)4162074-4 gnd Ökonometrie (DE-588)4132280-0 gnd Aktienkurs (DE-588)4141736-7 gnd Kapitalismus (DE-588)4029577-1 gnd Börse (DE-588)4007502-3 gnd |
topic_facet | International Economics Macroeconomics/Monetary Economics//Financial Economics International economics Macroeconomics Internationaler Preiszusammenhang Ökonometrie Aktienkurs Kapitalismus Börse Japan Großbritannien USA Deutschland |
url | https://doi.org/10.1007/978-1-4419-9208-6 |
work_keys_str_mv | AT hamorishigeyuki anempiricalinvestigationofstockmarketstheccfapproach |