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Catalog An Empirical Investigation of Stock Markets: The CCF Approach (Research Monographs in Japan-U.S. Business and Economics) ISBN-10 1402075170, ISBN-13 978-1402075
 An Empirical Investigation of Stock Markets: The CCF Approach (Research Monographs in Japan-U.S. Business and Economics) PDF Text fb2 book

An Empirical Investigation of Stock Markets: The CCF Approach (Research Monographs in Japan-U.S. Business and Economics)

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 ...

By Shigeyuki Hamori
Series: Research Monographs in Japan-U.S. Business and Economics (Book 8)
Hardcover: 131 pages
Publisher: Springer; 2003 edition (September 30, 2003)
Language: English
ISBN-10: 1402075170
ISBN-13: 978-1402075179
Product Dimensions: 6.1 x 0.4 x 9.2 inches
Amazon Rank: 11504721
Format: PDF ePub TXT book

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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 ...
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