Results 61 to 70 of about 306,458 (204)
The federal funds rate as an indicator of monetary policy: evidence from the 1980s [PDF]
Recently, several economists have argued that movements in the federal funds rate are a good proxy for changes in monetary policy. In this article, Nathan Balke and Kenneth Emery critically examine this view and the evidence supporting it.
Kenneth M. Emery, Nathan S. Balke
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F1000ResearchBackground of the study The systematic impact of macroeconomic variables on stock market returns makes it crucial to comprehend the link between macroeconomic variables and the stock market.
Farman Ali +5 more
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Challenges in macro-finance modeling [PDF]
This article discusses various challenges in the specification and implementation of "macro-finance" models in which macroeconomic variables and term structure variables are modeled together in a no-arbitrage framework.
Don H. Kim
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International Journal of Financial StudiesPrior empirical studies suggest that technical indicators may contain information useful for predicting the equity market risk premium and may complement forecasting models based on macroeconomic variables.
Hyunah Lee, Sungju Chun
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On the Temporal Causal Relationship Between Macroeconomic Variables
SAGE Open, 2014 The present study examines the dynamic interactions among macroeconomic variables such as real output, prices, money supply, interest rate (IR), and exchange rate (EXR) in India during the pre-economic crisis and economic crisis periods, using the ...
Srinivasan Palamalai +2 more
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Islamiconomic: Jurnal Ekonomi Islam, 2018 . The Effect of Macroeconomic Variables on Sharia Stock Price Index (Case Study in Indonesia and Malaysia). The purpose of this research is to know the effect of macroeconomic variables (inflation, exchange rate, world crude oil price and world gold ...
Desy Trishardiyanti Adiningtyas
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Estimation of a joint model for the term structure of interest rates and the macroeconomy. [PDF]
In this paper, we present a stylized continuous time model integrating the macroeconomy and the bond markets. We use this framework to estimate (real) interest rate policy rules using information contained in both macroeconomic variables (i.e. output and
Dewachter, Hans +2 more
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MACROECONOMIC VARIABLES, FINANCIAL DEVELOPMENT, AND DOMESTIC INVESTMENT IN NIGERIA [PDF]
ეკონომიკური პროფილიThe study examined macroeconomic variables, financial development, and domestic investment in Nigeria. The used an ex-post facto research design and gathered annual secondary data from 1990 to 2024 from the World Bank Indicators. The research applied the
Kayode David Kolawole
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Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market [PDF]
Previous research has hypothesized the existence of a long-term equilibrium relation between stock prices and certain macroeconomic variables. The vector error correction model (VECM) (Johansen (1991)) is utilized to determine the impact of selected ...
Al-Sharkas, A.A.
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Economic Review, 2022 The purpose of this paper is to identify the long-run and short-run relationship between the values of the Macedonian Stock Exchange Index composed of 10 most liquid listed stocks (MBI10), the Zagreb Stock Exchange Index (CROBEX) composed of the most ...
Goran Mojanoski
doaj