Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation? [PDF]
This paper explores the potential of Business Survey data for the estimation and disaggregation of macroeconomic variables at higher frequency. We propose a multivariate approach which is an extension of the Stock and Watson (1991) dynamic factor model ...
Cecilia Frale
core
Environmental Performance Drivers: A Political Cost Approach
Business Strategy and the Environment, EarlyView.ABSTRACT We contribute to the business strategy and the environment literature by examining the effect of political cost pressures on corporate environmental performance in the context of United Kingdom‐listed firms. Drawing on a sample of non‐financial firms from the FTSE All‐Share Index over a period of 10 years (2013–2022), we construct novel ...
Kazi Abul Bashar Muhammad Afzal Hossain +2 more
wiley +1 more source
Does Macroeconomic Indicators exert shock on the Nigerian Capital Market? [PDF]
This study examines the long-run and short-run effect of macroeconomic variables on the Nigerian capital market between 1984 and 2007. The properties of the time series variables are examined using the Augmented Dickey-Fuller (ADF) test and most of the ...
Atanda, Akinwande A., Maku, Olukayode E.
core +1 more source
Mandatory TCFD Disclosure and Corporate Financial Performance: Evidence From UK Non‐Financial Firms
Business Strategy and the Environment, EarlyView.ABSTRACT The escalating urgency of climate change has intensified calls for transparent corporate reporting on climate‐related risks and opportunities. This study examines the causal impact of the United Kingdom's mandatory Task Force on Climate‐Related Financial Disclosures (TCFD) framework on the financial performance of non‐financial firms.
Prashant Gupta
wiley +1 more source
The relationship between exchange rate and macroeconomic variables in China [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2012 The objective of this study is to provide evidences on the relationship betweenRenminbi (RMB) exchange rate and macroeconomic variables in China, as well asguidelines for reform of RMB exchange rate regime.
Chi Wei Su
doaj
Response of Pakistan's economic growth to macroeconomic variables: an asymmetric analysis. [PDF]
Environ Sci Pollut Res Int, 2023 Sohail HM +4 more
europepmc +1 more source
Stress testing banks' profitability: the case of French banks [PDF]
We build a stress testing framework to evaluate the sensitivity of banks’ profitability to plausible but severe adverse macroeconomic shocks. Specifically, we test the resilience of French banks using supervisory data over the period 1993-2009. First, we
Coffinet, J., Lin, S.
core
From Ecosystem Threats to Balance Sheets: Biodiversity Risks Exposure and Corporate Cash Policies
Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates how firms strategically respond to biodiversity risk by examining their cash holding decisions. Using firm‐level data from China, we find that firm‐level biodiversity risk exposure significantly increases corporate cash holdings.
Jing Hao +4 more
wiley +1 more source
Herd Behaviour, Fundamental, and Macroeconomic Variables - The Driving Forces of Stock Returns: A Panel-Based Pooled Mean Group Approach. [PDF]
Front Psychol, 2022 Jabeen S, Rizavi SS, Farhan M.
europepmc +1 more source
WHAT MOVES BOND YIELDS IN CHINA? [PDF]
This paper analyzes the joint dynamic processes of macroeconomic and monetary variables and bond yields in China. We show that macroeconomic variables as well as monetary policy variables have a significant impact on two factors that capture the ...
Fan, Longzhen, Johansson, Anders C.
core