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Asymmetric thresholds of macroeconomic volatility's impact on stock volatility in developing economies: a study in Vietnam [PDF]
Journal of Economics and DevelopmentPurpose – This paper examines the impact of macroeconomic volatility on stock volatility, both under normal conditions and during the COVID-19 pandemic in Vietnam.
Lien Thi Nguyen +2 more
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Macroeconomic variables and stock prices
Politická ekonomie, 2003 A theoretical model describing a dependence of stock index on relevant macroeconomic variables is derived. Starting by two possible approaches, portfolio theory and heterogeneous agent hypothesis, the same model formulation resulted. An application was performed, using empirical data of the Prague Stock Exchange and of the Czech Republic economy ...
Jan Kodera, Václava Pánková
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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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Cyclic characteristics of macroeconomic variables in Serbia [PDF]
Industrija, 2018 The paper focuses on identification of the characteristics of the business cycles in Serbia. In that purpose, the empirical connection between the aggregate economic activity and key macroeconomic variables was examined, such as the GDP components ...
Zarić Snježana
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The Impact of Macroeconomic News on Chinese Futures
International Journal of Financial Studies, 2019 Inspired by the GARCH-MIDAS model, we revisit the relationship between Chinese futures and macroeconomic factors. We introduce the level of the macroeconomic variables into the GARCH-MIDAS model in order to test the impact of the macroeconomic level on ...
Ruobing Liu +2 more
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Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables [PDF]
SSRN Electronic Journal, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chan, Joshua C.C., Koop, Gary
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Macroeconomic Variables and Sukuk Outstanding in Indonesia
Open Access Indonesia Journal of Social Sciences, 2021 Sukuk or Sharia bonds are one of the investment instruments in Indonesia. Since the 19th century, Sukuk has become popular with investors. Several previous studies found contradictory results that macroeconomic variables have a relationship and influence on Sukuk by observing the year before the pandemic.
Nur Habibah Asri, null Dwi Wulandari
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Determinants of credit risk of commercial banks in Ethiopia
Journal of Innovation and EntrepreneurshipThe purpose of this study is to examine the credit risk determinants in selected Ethiopian commercial banks. Both bank-specific variables and macroeconomic variables were included in the analysis using panel data of selected 10 commercial banks over the ...
Temesgen Molla Feleke +1 more
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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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Non-Linearities and Unit Roots in G7 Macroeconomic Variables [PDF]
The B.E. Journal of Macroeconomics, 2007 We carry out a meta-analysis on the frequency of unit-roots in macroeconomic time series with a dataset covering 249 variables for the G7 countries. We use linear tests and the three popular non-linear tests (TAR, ESTAR and Markov Switching). In general, the evidence in favour of the random walk hypothesis is weaker than in previous studies.
Yunus Aksoy, Miguel A. Leon-Ledesma
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