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Macroeconomic variables and long-term stock market performance : a panel ARDL cointegration approach for G7 countries

Humpe, Andreas; McMillan, David G. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7

Based on the present value model for stock prices, we utilise a pooled mean group estimator for panel ARDL … cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We …

Persistent link: https://www.econbiz.de/10013179569

The relation between national stock prices and effective exchange rates : does it affect exchange rate exposure?

Korhonen, Marko - In: Global economy journal : GEJ 15 (2015) 2, pp. 241-256

Persistent link: https://www.econbiz.de/10011339438

Bank stock returns and economic growth in Malaysia : an empirical analysis of post-consolidation period

Lee, Kian-tek; Choong, Chee-keong - In: Global review of business and economic research 6 (2010) 1, pp. 13-22

Persistent link: https://www.econbiz.de/10008936024

Monetary policy and dividend growth in Germany : a long-run structural modelling approach

Belke, Ansgar; Polleit, Thorsten - 2005

Persistent link: https://www.econbiz.de/10013439411

Does bilateral market and financial integration explains international co-movement patterns

Ur Rehman, Mobeen; Shah, Syed Muhammad Amir - In: International Journal of Financial Studies : open … 4 (2016) 2, pp. 1-13

distributed lag (ARDL) estimation. ARDL estimation is applied due to different stationarity levels of the included variables. The … constructed international co-movement index through rolling beta estimation. Market integration variable between these two …

Persistent link: https://www.econbiz.de/10011474476

Relationship between the popularity and returns of the cryptocurrencies : a panel data analysis

Özyeşil, Mustafa - In: The empirical economics letters : a monthly … 19 (2020) 5, pp. 461-475

Persistent link: https://www.econbiz.de/10012596538

Macroeconomic variables and stock returns in Bangladesh : An empirical analysis in the presence of structural breaks

Islam, K. M. Zahidul; Akter, Yeasmin; Alam, Md. Nahid - In: Journal of economic development 45 (2020) 2, pp. 115-141

Persistent link: https://www.econbiz.de/10012602387

Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19

Sharma, Sakshi; Malik, Kunjana - In: The Indian economic journal 70 (2022) 4, pp. 559-576

Persistent link: https://www.econbiz.de/10013475299

Response of stock return volatility to money market rates in Nigeria

Aleke, Stephen Friday; Irem, Collins Okechukwu; Ugwoke, … - In: African journal of economic and sustainable development 9 (2024) 3, pp. 219-238

Persistent link: https://www.econbiz.de/10014480323

Re-examining oil price-stock market returns nexus in Nigeria using a two-stage Markov regime switching approach

Raifu, Isiaka Akande; Oshota, Sebil Olalekan - In: International journal of energy sector management 17 (2023) 3, pp. 489-509

Persistent link: https://www.econbiz.de/10014317791

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