LIBROS DEL AUTOR: marcel wiedmann

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  • Money, Stock Prices and Central Banks
    Marcel Wiedmann
    This contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. The main objective is to check whether liquidity conditions play an important role in stock market developments. As an innovation, liquidity conditions enter the analysis from t...
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