Search Results - subject:": Macroeconomic variables"

Macroeconomic variables and stock market returns : panel analysis from selected ASEAN countries

Nurasyikin Jamaludin; Ismail, Shahnaz; Manaf, Syamimi Ab - In: International journal of economics and financial issues … 7 (2017) 1, pp. 37-45

Persistent link: https://www.econbiz.de/10011784401

The impact of macroeconomic, oil prices and socio-economic factors on exchange rate in Pakistan : an ARDL approach

Suresh Ramakrishnan; Shamaila Butt; Melati Ahmad Anuar - In: International journal of economics and financial issues … 7 (2017) 1, pp. 489-499

Persistent link: https://www.econbiz.de/10011785123

Modeling the volatility of exchange rates: GARCH Models

Charef, Fahima - In: Academic journal of economic studies 3 (2017) 1, pp. 39-47

Persistent link: https://www.econbiz.de/10011603508

Macroeconomic determinants of household consumption expenditure in Ghana : a multivariate cointegration approach

Bonsu, Christiana Osei; Muzindutsi, Paul-Francois - In: International journal of economics and financial issues … 7 (2017) 4, pp. 737-745

Persistent link: https://www.econbiz.de/10011833789

The causality relationships between economic confidence and fundamental macroeconomic indicators : empirical evidence from selected European Union countries

Demirel, Selim Koray; Artan, Seyfettin - In: International journal of economics and financial issues … 7 (2017) 5, pp. 417-424

Persistent link: https://www.econbiz.de/10011844038

Determinants of bank performance in a developing country : evidence from morocco

Ferrouhi, El Mehdi - In: Organizations and markets in emerging economies 8 (2017) 1, pp. 118-129

variables, and deposits, liquidity ratios, bank-specific and macroeconomic variables as explicative variables. Results obtained …

Persistent link: https://www.econbiz.de/10012195024

Determinants of bank performance in a developing country: Evidence from morocco

Ferrouhi, El Mehdi - In: Organizations and Markets in Emerging Economies 8 (2017) 1, pp. 118-129

variables, and deposits, liquidity ratios, bank-specific and macroeconomic variables as explicative variables. Results obtained …

Persistent link: https://www.econbiz.de/10015401343

The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-2010

Waldo, Marco Rodriguez; Medeiros, Carlos I. - International Monetary Fund (IMF) - 2011

latent factors and macroeconomic variables. The paper concludes that both the latent factors and macroeconomic variables … explain the dynamics of the term structure of interest rates, and the expectations of the impact on macroeconomic variables of …

Persistent link: https://www.econbiz.de/10009019574

Volatility modeling and asset pricing: Extension of GARCH model with macro economic variables, value-at- risk and semi-variance for KSE

Hamid, Kashif; Hasan, Arshad - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 10 (2016) 3, pp. 569-587

Dec 2015 and the data for macroeconomic variables is taken for the period Jan 2000 to Dec 2015 on monthly basis. GARCH and … macroeconomic variables are significant parameters for explaining the stock returns as well as volatility. Further GARCH (1, 1 … GARCH- in- mean model is used for modeling the volatility in this study. GARCH-in-mean model is extended with macroeconomic …

Persistent link: https://www.econbiz.de/10011938526

Real effective exchange rate misalignment in Nigeria

Nwachukwu, Ngozi E.; Adebayo, Racheal O.; Shettima, … - In: CBN Journal of Applied Statistics 07 (2016) 1, pp. 71-91

The study analyzed the relationship between relevant macroeconomic variables and the real effective exchange rate (REER …

Persistent link: https://www.econbiz.de/10011482625