Estimation of the common and country-specific shock to stock prices
Year of publication: |
2005
|
---|---|
Authors: | Tsutsui, Yoshirō ; Hirayama, Kenjiro |
Published in: |
Journal of the Japanese and international economies : an international journal ; JJIE. - Amsterdam [u.a.] : Elsevier, ISSN 0889-1583, ZDB-ID 626389-6. - Vol. 19.2005, 3, p. 322-337
|
Subject: | Börsenkurs | Share price | Schock | Shock | Schätzung | Estimation | VAR-Modell | VAR model | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Japan | 1965-2003 |
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