An Empirical Investigation of Stock Markets

The CCF Approach

By:

Shigeyuki Hamori

Format:

Hardback

Series:

Research Monographs in Japan-U.S. Business and Economics

Show Hide Adult Content

$260.99

RRP:: ~~$386.95~~ save $125.96

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $65.25 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 26 Jun - 8 Jul using International Courier

Description

This title attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, that is, 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 analyse 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 analyses the relationship between stock prices and exchange rates. Chapter 5 analyses the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarises the main results obtained in each chapter and comments on the possible directions of future research.

Release date Australia

September 30th, 2003

Author

Shigeyuki Hamori

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational
Undergraduate

Illustrations

XVII, 131 p.

Pages

131

Series

Research Monographs in Japan-U.S. Business and Economics

Dimensions

155x235x11

ISBN-13

9781402075179

Product ID

2052957

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here