Results 221 to 230 of about 13,503 (259)

Macroeconomic Variables, Firm-Specific Variables and Returns to REITs [PDF]

Journal of Real Estate Research, 1998
This study investigates the cross-sectional variation in equity real estate investment trusts (EREITs) returns.
Su-Jane Chen, Chengho Hsieh, Timothy W. Vines, Shur-Nuaan Chiou   +3 more
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Forecasting macroeconomic variables in emerging economies

Journal of Asian Economics, 2021
Abstract Forecasting macroeconomic variables in rapidly changing emerging economies presents a number of challenges. In addition to structural changes, the time-series data are usually available only for a short number of periods, and predictors are available in different lengths and frequencies.
Le Ha Thu, Roberto Leon-Gonzalez
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Macroeconomic Influences and the Variability of the Commodity Futures Basis

The Journal of Finance, 1993
ABSTRACTWe provide evidence that the spread between commodity spot and futures prices (the basis) reflects the macroeconomic risks common to all asset markets. The basis of many commodities is correlated with the stock index dividend yield and corporate bond quality spread.
Bailey, Warren, Chang, K C
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Macroeconomic Variables and Corporate Performance

Financial Analysts Journal, 2003
Increased economic and financial integration and substantial macroeconomic fluctuations require that corporate managers and investment analysts pay more attention than in the past to the link between the “noise” that these fluctuations represent and the company's performance—past and future.
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Forecasting macroeconomic variables for the new Member States

2006
Introduction The accession of ten countries to the European Union makes the forecasting of their key macroeconomic indicators such as GDP growth, inflation and interest rates an exercise of obvious importance. Because of the transition period, only short spans (denoted T ) of reliable time series are available for each of these countries.
BANERJEE, Anindya, MARCELLINO, Massimiliano, MASTEN, Igor   +2 more
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Statistical Analysis of Macroeconomic Variables [PDF]

Romanian Statistical Review Supplement, 2014
This report comprises an analysis over 40 countries from the group ONECE and over the following two variables : GDP per capita and Unemployment rate in the year 2011. The following report consist of more sections; it begins with calculating the central tendency indicators, which will have a role in the entire report with the purpose to analyze and ...
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Forecasting EMU macroeconomic variables

2002
No abstract ...
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RISK‐RETURN SEASONALITY AND MACROECONOMIC VARIABLES

Journal of Financial Research, 1994
AbstractIn this paper I examine seasonality in the pricing of the Chen, Roll, and Ross (1986) macroeconomic variables. January seasonality is observed in the risk premia from 1932 to 1990. Examination of the 1932–57 period indicates nonstationary seasonals in the risk premia.
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Effects of Oil Market Sentiment on Macroeconomic Variables

SSRN Electronic Journal, 2023
Rennan Kertlly de Medeiros, Edilean Kleber da Silva Bejarano Aragón, Cássio da Nóbrega Besarria   +2 more
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Mining development and macroeconomic spillovers in Chile

Resources Policy, 2021
Juan Pablo Medina
exaly