Results 151 to 160 of about 1,602,045 (356)
Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States [PDF]
This paper investigates the response of US stock market uncertainty to monetary policy of the Federal Reserve Bank. It can be shown that monetary policy significantly Granger-causes stock market confidence. By using monthly closing prices of the VIX as a
Mario Jovanovic
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The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies [PDF]
This study examines the response of stock markets to oil price volatilities in Japan, Singapore, Korea and Malaysia by applying the generalized impulse response and variance decomposition analyses to the monthly data spanning 1986:01 – 2011:02.
Thai-Ha LE, Youngho CHANG
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Agribusiness, EarlyView.Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic +2 more
wiley +1 more source
Volatility Spillover between the Stock Market and the Foreign Market in Pakistan [PDF]
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For the longrun relationship we use the Engle Granger two-step procedure and the volatility spillover is modelled through the bivariate ...
A. R. Kemal, Abdul Qayyum
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The Effect of Mergers and Acquisitions on the Market Value of Common Stock.
, 1968 S. Block
openalex +2 more sources
Macroeconomics and Finance: The Role of the Stock Market [PDF]
The treatment of the stock market in finance and macroeconomics exemplifies many of the important differences in perspective between the two fields. In finance, the stock market is the single most important market with respect to corporate investment ...
Robert C. Merton, Stanley Fischer
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Agribusiness, EarlyView.Abstract The transition from subsistence to market‐oriented agriculture holds the potential to boost rural economic progress and improve the well‐being of the rural poor in developing countries. Despite this potential, there is limited understanding of the key drivers for smallholder commercialization. In this study, we utilize comprehensive three‐wave
Abebayehu Girma Geffersa +1 more
wiley +1 more source
Macroeconomic Determinants of Stock Market Development [PDF]
Using pooled data from fifteen industrial and developing countries from 1980 to 1995, this paper examines the macroeconomic determinants of stock market development, particularly market capitalization.
Lin Liu, Valeriano F. García
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