An Empirical Investigation of Stock Markets: The Ccf Approach

by Shigeyuki Hamori

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...

• Format: Hardcover
• Language: English
• ISBN: 1402075170
• ISBN13: 9781402075179
• Release Date: September 2003
• Publisher: Springer
• Length: 131 Pages
• Weight: 0.88 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"