Results 31 to 40 of about 5,518,714 (345)
Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables
Economic Modelling, 2019 In this study, we revisit the oil–stock nexus by accounting for the role of macroeconomic variables and testing their in-sample and out-of-sample predictive powers. We follow the approaches of Lewellen (2004) and Westerlund and Narayan (2015), which were
Afees A. Salisu +2 more
semanticscholar +1 more source
Comovement Between Self-Employment and Macroeconomic Variables
SAGE Open, 2012 The relationship between self-employment and certain macroeconomic variables is often at the heart of the debate about the contributions of self-employment to employment and economic growth; examining this relationship is the aim of this article.
Mónica Carmona +2 more
doaj +1 more source
Factors affecting the non-performing loans in Indonesia [PDF]
Accounting, 2020 The purpose of this study is to analyze the factors influencing non-performing loans in companies listed on the Indonesian Stock Exchange Banking sector. All banks in Indonesia carefully review their Non-Performing Loans.
Metya Kartikasary +3 more
doaj +1 more source
Investor Sentiment, Portfolio Returns, and Macroeconomic Variables [PDF]
Journal of Risk and Financial Management, 2020 Investor sentiment is an important aspect of behavioural finance, which provides explanation of anomalies to the asset’s intrinsic values. Sentiments can easily affect individual investors. Historically, Australia is regarded as rich in resources but poor in capital, and this motivates the paper to further study and compare the effects of investor ...
Azilawati Banchit +3 more
openaire +3 more sources
Random Forest Based Feature Selection of Macroeconomic Variables for Stock Market Prediction
American Journal of Applied Sciences, 2019 A firm’s equity price on the stock-market is reported to be closely related to the Macroeconomic Variable (MVs) of the country in which the firm trades.
Isaac Kofi Nti +2 more
semanticscholar +1 more source
Macroeconomic Variables and the Housing Market in Turkey
Emerging Markets Finance and Trade, 2007 This paper investigates the relation between housing starts and macroeconomic variables in Turkey from 1961 to 2000. The generalized variance decomposition approach is used to examine relations between housing market activity and prices, interest rates, output, money stock, and employment.
Sarı, Ramazan +2 more
openaire +2 more sources
Forecasting the Yield Curve With Macroeconomic Variables
Econometric Research in Finance, 2016 This paper compares the accuracy of interest rates forecasts from dynamic, affine yield curve models, also those that take into account the correlation of latent factors and macroeconomic variables.
Michał Rubaszek
doaj +1 more source
WHICH VARIABLES PREDICT INDONESIA'S INFLATION?
Buletin Ekonomi Moneter dan Perbankan, 2019 We use an exhaustive list of Indonesia’s macroeconomic variables in a comparative analysis to determine which predictor variables are most important in forecasting Indonesia’s inflation rate. We use monthly time-series data for 30 macroeconomic variables.
Susan Sunila Sharma
doaj +1 more source
Forecasting EMU macroeconomic variables [PDF]
International Journal of Forecasting, 2004 After the creation of the European Monetary Union (EMU), both the European Commission (EC) and the European Central Bank (ECB) are focusing more and more on the evolution of the EMU as a whole, rather than on single member countries. A particularly relevant issue from a policy point of view is the availability of reliable forecasts for the key ...
openaire +1 more source
Effects of Macroeconomic Variables on Banks’ Lending in Tanzania
African Journal of Accounting and Social Science Studies, 2023 The purpose of this paper is to analyse the effects of macroeconomic variables on banks’ lending in Tanzania. The study applies the Autoregressive Distributed Lag Model (ARDL). Time series data were analysed yearly covering the period of 1970 to 2021. The contribution of this particular study is provision of empirical evidence of whether macroeconomic ...
Miku, Benjamine Gaspar +3 more
openaire +2 more sources