An Empirical Investigation of Stock Markets: The CCF Approach by Shigeyuki Hamor

Description: An Empirical Investigation of Stock Markets by Shigeyuki Hamori Estimated delivery 3-12 business days Format Hardcover Condition Brand New 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. Publisher 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. Author Biography Hamori is a Professor in the Graduate School of Economics at Kobe University in Japan. Details ISBN 1402075170 ISBN-13 9781402075179 Title An Empirical Investigation of Stock Markets Author Shigeyuki Hamori Format Hardcover Year 2003 Pages 131 Edition 2003rd Publisher Springer-Verlag New York Inc. GE_Item_ID:137761387; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

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ISBN-13: 9781402075179

Book Title: An Empirical Investigation of Stock Markets

Number of Pages: Xvii, 131 Pages

Language: English

Publication Name: Empirical Investigation of Stock Markets : the Ccf Approach

Publisher: Springer

Subject: Probability & Statistics / General, Economics / Macroeconomics, International / General, Investments & Securities / Stocks, Money & Monetary Policy

Publication Year: 2003

Item Weight: 31 Oz

Type: Textbook

Item Length: 9.3 in

Subject Area: Mathematics, Business & Economics

Author: Shigeyuki Hamori

Item Width: 6.1 in

Series: Research Monographs in Japan-U. S. Business and Economics Ser.

Format: Hardcover