Results 11 to 20 of about 331,204 (283)
Macroeconomic factors and equity premium predictability [PDF]
International Review of Economics & Finance, 2017 Neely et al. (2014) have recently demonstrated how to efficiently combine information from a set of popular technical indicators together with the standard Goyal and Welch (2008) predictor variables widely used in the equity premium forecasting literature to improve out-of-sample forecasts of the equity premium using a small number of principal ...
Daniel Buncic, Martin Tischhauser
openaire +1 more source
Analysis of the impact of macroeconomic factors on real estate prices in Bosnia And Herzegovina
ECONOMICS, 2022 Economic theory and practice are not acquainted with any unique set of macroeconomic factors that affect real estate prices. The very complexity of this phenomenon relativizes any attempt to establish an unchanged list of macroeconomic factors in BiH ...
Stanković Dragan
doaj +1 more source
Macroeconomic Factors and the Thoroughbred Industry [PDF]
Journal of Agricultural and Applied Economics, 1993 AbstractA capitalization approach is used to estimate econometrically the effects of exchange rate, interest rate and tax law changes on thoroughbred yearling prices. The analysis found that exchange rate and tax law changes have significantly influenced yearling prices since the early 1980s.
Karungu, Peter +2 more
openaire +2 more sources
Total factor productivity and macroeconomic instability [PDF]
The Journal of International Trade & Economic Development, 2011 Total factor productivity (TFP) is an important component of growth for most countries. This paper assesses the role of macroeconomic instability on TFP growth. Authors consider volatility in inflation, openness of an economy and financial market deepness as measures of macroeconomic instability.
Berument, Hakan +2 more
openaire +5 more sources
Unspanned Macroeconomic Factors in the Yield Curve [PDF]
SSRN Electronic Journal, 2014 In this paper, we extract common factors from a cross-section of U.S. macro-variables and Treasury zero-coupon yields. We find that two macroeconomic factors have an important predictive content for government bond yields and excess returns. These factors are not spanned by the cross-section of yields and are well proxied by economic growth and real ...
Laura Coroneo +2 more
openaire +7 more sources
Macroeconomic effect and risk-taking behavior in a dual banking system
Economic Journal of Emerging Markets, 2018 This study aims to analyze the relationship between macroeconomic factors and risk-taking behavior in a dual banking system. Adopting a panel cointegration approach, this research posits macroeconomic factors as exogenous variables and risk-taking ...
Faaza Fakhrunnas +2 more
doaj +3 more sources
Fiscal decentralization and macroeconomic stability: the experience of Ukraine’s economy [PDF]
Problems and Perspectives in Management, 2018 The main objective of this research is to study the role and impact of fiscal decentralization on the macroeconomic stability of the country. The paper analyzes and systematizes approaches to the definition of ‘macroeconomic stability’ concept.
Leonid Melnyk +4 more
doaj +1 more source
MACROECONOMIC ENVIRONMENT OF UKRAINE AND DYNAMICS OF ITS DEVELOPMENT IN THE CURRENT REALITIES
Economics & Education, 2023 The purpose of the article is to analyse the key macroeconomic factors that determine the general state and dynamics of the macroeconomic environment of Ukraine in modern realities.
Alina Herasymenko
doaj +1 more source
Macroeconomic Sources of Foreign Exchange Risk in New EU Members [PDF]
, 2007 We address the issue of foreign exchange risk and its macroeconomic determinants in several new EU members. The joint distribution of excess returns in the foreign exchange market and the observable macroeconomic factors is modeled using the stochastic ...
Kocenda, Evzen, Poghosyan, Tigran
core +3 more sources
Analysis of foreign direct investment as a comparison of macroeconomic factors in seven countries
Journal of Economic Development, Environment and People, 2018 The purpose of this research is to analyse the Determination of Foreign Direct Investment (FDI) As a Comparison of Macroeconomic Factors in Asean 5, China and Japan.
Wira Ganet Aribowo
doaj +1 more source