An Empirical Investigation of Stock Markets

The CCF Approach

By:

Shigeyuki Hamori

Format:

Paperback / softback

Series:

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

Show Hide Adult Content

$268.99

RRP:: ~~$329.95~~ save $60.96

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 $67.25 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 11-21 June using International Courier

Description

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.

Release date Australia

October 3rd, 2012

Author

Shigeyuki Hamori

Audience

Professional & Vocational

Edition

Softcover reprint of the original 1st ed. 2003

Illustrations

XVII, 131 p.

Pages

131

Series

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

Dimensions

155x235x8

ISBN-13

9781461348382

Product ID

21575531

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