Stock market turmoil and macroeconomic disturbances in Japan: lesson from the international correlation of stock prices in the summer of 2007

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Stock market turmoil and macroeconomic disturbances in Japan: lesson from the international correlation of stock prices in the summer of 2007

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Material Type: 記事
Title: Stock market turmoil and macroeconomic disturbances in Japan: lesson from the international correlation of stock prices in the summer of 2007
Author/Editor: Sadayoshi Takaya
Author Heading: Sadayoshi Takaya
Periodical title: Kansai University review of business and commerce
No. or year of volume/issue: (11) 2009.3
Issue: 11
Pages: 47～61
Publication date of volume/issue (W3CDTF): 2009-03
ISSN (Periodical Title): 1344-8455
ISSN-L (Periodical Title): 1344-8455
Publication (Periodical Title): Suita : Faculty of Business and Commerce
Place of Publication (Country Code): JP
Text Language Code: eng
Subject Heading: International correlation of stock prices
EGARCH model
Structural VAR model
credit crunch
Yen-carry trade
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z61-G484
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 10262734
http://id.ndl.go.jp/bib/10262734
Bibliographic Record Category (NDL): 632