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Conditional Volatility Nexus between Stock Markets and Macroeconomic Variables: Empirical Evidence of G-7 Countries [PDF]
, 2018 Purpose - The purpose of this paper is to analyse the relation between stock market volatility and macroeconomic fundamentals for G-7 countries using monthly data over the period from July 1985 to June 2015.
Ghulam Abbas, D. McMillan, Shouyang Wang
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Impact of Selected Macroeconomics Variables on Sensex
International Journal of Scientific Research and Management, 2022 The macroeconomic variables are crucial for any change in the economy of a country. It is strongly believed that, fluctuations in macroeconomic variables will have impact on the returns of stock. Any changes among these variables have impact on the economy in various ways.
Dr. Siby Joseph K., Jerin T Thomas
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European Journal of Operational Research, 2018 Multistate delinquency models model the probability that an credit account transits from one state of delinquency to another between any two points in the life of the account.
V. Djeundje, J. Crook
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México y Ecuador: un estudio comparativo de remesas e impacto macroeconómico
Ciencia UNEMI, 2015 Remittances from migrants have been a monetary source that has helped underprivileged households and consequently the economies of the countries from which these migrants come.
Jara-Alba, Carol, López-Guzmán, Tomás
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An Empirical Research on the Relationship between Property Insurance Premiums and Macroeconomic Variables Based on ARDL Model [PDF]
Journal of Risk Analysis and Crisis Response (JRACR), 2014 Given that most of property insurance policies are one-year contracts and have a high renewal, this paper establishes Auto-regressive Distributed Lag Model (ARDL) which considers adding lags of the dependent variable and/or lags of some independent ...
Guiyun You +3 more
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Forecasting Macroeconomic Variables for the Acceding Countries [PDF]
SSRN Electronic Journal, 2004 The accession of ten countries into the European Union makes the forecasting of their key macroeconomic indicators such as GDP growth, inflation and interest rates an exercise of some importance. Because of the transition period, only short spans of reliable time series are available which suggests the adoption of simple time series models as ...
Anindya Banerjee +2 more
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Effects of Macroeconomic Variables on the Stock Market Volatility: The Pakistan Experience
, 2017 This research paper empirically investigates the effects of interest rates, exchange rates and inflation rates on stock market performance of Pakistan by using annual time series data covering the 1991-2017 periods.
Waqar Khalid, Saifullah Khan
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Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah, 2015 The Impact of International Islamic Stock Market and Macroeconomic Variables Towards Jakarta Islamic Index (JII) This research atempts to examine the impact of international Islamic stock market and macroeconomic variables towards Jakarta Islamic Index ...
Irfan Syauqi Beik, Sri Wulan Fatmawati
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Macroeconomic variables and unemployment: The case of Turkey [PDF]
International Journal of Economics and Financial Issues, 2012 This study investigates the response of unemployment to selective macroeconomics shocks for the period of 2000:Q1-2010:Q1. It finds that positive shocks to growth, growth in export and inflation reduce unemployment. On the other hand, shocks to exchange rate, interbank interest rate and money supply increase unemployment.
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Hedge funds, managerial skill, and macroeconomic variables☆
Journal of Financial Economics, 2009 This paper evaluates hedge fund performance through portfolio strategies that incorporate predictability based on macroeconomic variables. Incorporating predictability substantially improves out-of-sample performance for the entire universe of hedge funds as well as for various investment styles.
Naik, N, Avramov, D, Kosowski, R, Teo, M
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