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Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis

By Marcel Wiedmann
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$169.99
By Marcel Wiedmann
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This contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of sk markets across five developed and three emerging economies. The main objective is to check whether liquidity conditions play an important role in sk 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 represe...

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