Results 21 to 30 of about 17,888 (310)
US Stock Market And Macroeconomic Factors
Journal of Applied Business Research (JABR), 2015 <p>This paper analyzes the relationship between the US stock market and some relevant US macroeconomic factors, such as gross domestic product, the consumer price index, the industrial production index, the unemployment rate and long-term interest rates.
Jareño Cebrián, Francisco +1 more
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Analysis of macroeconomic factors influencing on local passenger traffic volume
Вестник Научно-исследовательского института железнодорожного транспорта, 2016 The article is devoted to study issues of influence of macroeconomic factors on passenger traffic volume in local communication. This task is actual to form a model of long-term forecast for local passenger traffic volume.
S. V. Muktepavel
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Non-Performing Loans as a Driver of Banking Distress: A Systematic Literature Review
Commodities, 2023 The main purpose of this paper is to present a systematic literature review of studies on the determinants of non-performing loans (NPLs) published over the period 1987–2022. This paper reviewed 76 studies in 58 peer-reviewed journals.
Khalil Alnabulsi +2 more
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Macroeconomic risks and characteristic-based factor models [PDF]
Journal of Banking & Finance, 2006 We show that book-to-market, size, and momentum capture cross-sectional variation in exposures to a broad set of macroeconomic factors identified in the prior literature as potentially important for pricing equities. The factors considered include innovations in economic growth expectations, inflation, the aggregate survival probability, the term ...
Aretz, Kevin +2 more
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Macroeconomic Factors and Pakistani Equity Market”
The Pakistan Development Review, 2004 This paper analyzes long-term equilibrium relationships between a group of macroeconomic variables and the Karachi Stock Exchange Index. The macroeconomic variables are represented by the industrial production index, the consumer price index, M1, and the value of an investment earning the money market rate.
Mohammed Nishat, Rozina Shaheen
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Identification of Macroeconomic Factors in Large Panels [PDF]
SSRN Electronic Journal, 2009 This paper presents a dynamic factor model where theextracted factors and shocks are given a clear economic interpretation. Theeconomic interpretation of the \emph{factors} is obtained by means of a setof over-identifying loading restrictions, while the structural \emph{shocks}are estimated following standard practices in the SVAR literature.Estimators
Bork, Lasse +2 more
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Cogent Economics & Finance, 2023 The study examines the effect of capital structure on financial performance and sustainability of Microfinance Institutions in Ghana. We investigate the role of debt-to-equity ratio, equity-to-asset ratio, and deposit-to-loan ratio in guaranteeing ...
Rowland Seyram Koku Dabi +3 more
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Macroeconomic Factors and Micro-Level Bank Risk [PDF]
SSRN Electronic Journal, 2010 The interplay between banks and the macroeconomy is of key importance for financial and economic stability. We analyze this link using a factor-augmented vector autoregressive model (FAVAR) which extends a standard VAR for the U.S. macroeconomy. The model includes GDP growth, inflation, the Federal Funds rate, house price inflation, and a set of ...
Claudia M. Buch +2 more
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Macroeconomic Factors and Stock Market Indices
International Journal of Business & Economics (IJBE), 2022 This paper explores macroeconomic factors and their effect on the stock market. Our analysis covers the stock market indices, the Dow Jones, the S&P 500, and the NASDAQ, over the period of 10 years starting in 2011 and ending in 2021, compared against macroeconomic factors, such as gross domestic product, effective funds rate, oil prices, money ...
Guoyu Lin +3 more
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Identifying Significant Macroeconomic Indicators for Indian Stock Markets
IEEE Access, 2019 The macroeconomic indicators play a major role in all the stock markets, and they vary from nation to nation. This paper identifies the influence of macroeconomic indicators on the National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE) of ...
Prakash K. Aithal +2 more
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