Panel Verification of the Impact of Macroeconomic Variables on Stock Market Indices
Problemy Zarządzania, 2017 The aim of this article is an empirical verification of the impact of national macroeconomic variables on stock market indices. To investigate these relationships, three estimators: DFE, MG and PMG were used.
Hubert Wiśniewski
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Leverage adjustment analytics: Effect of macroeconomic conditions on emerging economies
IIMB Management ReviewIn this study, we analyse the impacts of the upper and lower macroeconomic regimes on leverage adjustment. We have selected manufacturing firms from emerging economies for the period of 2012-2022.
Ravindra Nath Shukla +3 more
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Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break [PDF]
This paper investigates the dynamic interactions between four macroeconomic variables and stock prices in Pakistan, using cointegration and Granger causality tests that are robust to structural breaks.
Rashid, Abdul
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The Effect of Macroeconomic Variables on the Yield Spread of Indonesian Government's Bond [PDF]
, 2016 This study analyzes the roles of macroeconomic variables, which include interest rate (SBI), Consumer Price Index (IHK), Jakarta Composite Index (IHSG), money supply (JUB) and exchange rate (KURS) on yield spread of government bonds (YSI) in Indonesia ...
Agesy, S. S. (Shela) +1 more
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Analyzing the effects of U.S. macroeconomic policy on U.S. agriculture using the USAGMKTS model [PDF]
This report describes the results of simulating effects of U.S. macroeconomic policy on U.S. agriculture using the USAGMKTS model. The primary purpose for which the USAGMKTS model was developed is to determine the effects of potential changes in U.S ...
Just, Richard
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Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan [PDF]
There is a growing literature on how macroeconomic variables can have effects on equity returns in both developed and emerging stock markets. We test for the long run relationship between some key macroeconomic indicators and equity returns in Jordan ...
Hassan, Gazi, Hisham, Al refai
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The role of macroeconomic variables in sovereign risk [PDF]
We use a dynamic term structure model with default and observable factors to study the interaction between macro variables and the Brazilian sovereign yield curve.
José Valentim Vicente +1 more
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THE IMPACT OF DOMESTIC AND FOREIGN MACROECONOMIC VARIABLES ON U.S. MEAT EXPORTS [PDF]
This paper examines the impact of domestic and foreign macroeconomic variables on U.S. meat exports, including beef, pork, turkey, and chicken, in the context of an open economy.
Chung, Pin J. +2 more
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CENTRAL BANK INDEPENDENCE AND MACROECONOMIC PERFORMANCES - AN EMPIRICAL APPROACH [PDF]
The empirical evidence upon the macroeconomic performances of the independent central banks do not always have been successfully. In some cases, the consistency of the indices based on the interpretation of central banks statues used for measuring the ...
Coroiu Sorina, Dumiter Florin Cornel
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The macroeconomic implication of exchange rate regimes [PDF]
This study investigates the relation between macroeconomic variables such as real GDP growth, inflation, unemployment rate, trade deficit and the exchange regimes.
Cane, Koteski +2 more
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