Results 171 to 180 of about 17,888 (310)

Impact of macroeconomic factors on development of Paki-stan

, 2017
Ifran Khan, Muhammad Imran Nazir, Zeeshan Fareed, Muhammad Rizwan Nazir, Faryal Faryal   +4 more
openalex   +2 more sources

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

The Role of Assets Tangibility, Firm Size, and Macroeconomic Factors on Stock Returnin Nepalese Hydropower Companies

, 2023
Ajay Kumar Khadka, Surya Devkota, Bhupendra Jung Shahi, Kapil Sah   +3 more
openalex   +2 more sources

Term Spread Volatility as a Leading Indicator of Economic Activity

Journal of Forecasting, EarlyView.
ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis, Dimitrios Bakas, Theodora Bermpei, Athanasios Triantafyllou   +3 more
wiley   +1 more source

Investor Perceptions of Macroeconomic Factors When Making Real Estate Investment Decisions in Colombo Municipal Council Area, Sri Lanka

C Thewarapperuma
openalex   +1 more source

Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy

Journal of Forecasting, EarlyView.
ABSTRACT This study investigates the predictive power of the term spread for forecasting economic activity across both conventional and unconventional monetary policy regimes. Utilizing data from 22 OECD countries spanning the period from 1985Q1 to 2024Q2, the analysis reveals that the term spread generally maintains its ability to predict GDP growth ...
Petri Kuosmanen, Juuso Vataja
wiley   +1 more source

Analysis of Macroeconomic Factors and Financial Performance on the Phenomenon of Sharia Bank Market Share Stagnancy

Aditya Setiaji Wibawa, Abdul Mujib
openalex   +2 more sources

Tendencies and Factors of Macroeconomic Development of the Czech Republic in 2011 [PDF]

, 2012
Český statistický úřad
openalex  

Identifying Drivers of Deviations From Rational Expectations: Using a New Irrational Index for Inflation Forecasts

Journal of Forecasting, EarlyView.
ABSTRACT Most studies on inflation forecasts have studied behavioral biases, informational frictions, or external shocks in isolation, without considering how these factors jointly drive deviations from rational expectations. We therefore adopt an integrated framework that simultaneously estimates the behavioral, informational, and external ...
Belen Chocobar, Peter Claeys
wiley   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source