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商品詳細
An Empirical Investigation of Stock Markets : The CCF Approach. 羽森茂之著 株式市場の経験的研究
・ISBN 978-1-4020-7517-9 hard EUR 99.99
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| 著者・編者 | Hamori, Shigeyuki, |
|---|---|
| シリーズ | Research Monographs in Japan-U.S. Business and Economics |
| 出版社 | (Kluwer Academic, NE) |
| 出版年月 | 2003 |
| ページ数 | 129 pp. |
| 言語 | ENG |
| ニュース番号 | ＜504-375＞ |
解説
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.