This study examines the relationship between the stock market and selected macroeconomic variables in Nigeria. The all … share index was used as a proxy for the stock market while inflation, interest and exchange rates were the macroeconomic … variables selected. Employing error correction model, it was found that a significant negative short run relationship exists …

average annual inflation rate for the period from 1997 to 2009. The quality of forecasts for selected macroeconomic variables …

relationships between KSE100 index and five macroeconomic variables. In order to investigate the long run and short run … decompositions exposed that among the macroeconomic variables inflation explained more variance of forecast error. …

correlations in this regime are explained by macroeconomic variables and other related with monetary policies in Europe and US. The …

This study investigates the relation between macroeconomic variables such as real GDP growth, inflation, unemployment …

While macroeconomic variables have been used extensively to forecast the U.S. equity risk premium and build models to … that of a number of well-known macroeconomic variables from the literature. We find that technical indicators have … statistically and economically significant out-of-sample forecasting power and can be as useful as macroeconomic variables. Out …

This study examines the relationship between the stock market and selected macroeconomic variables in Nigeria. The all … share index was used as a proxy for the stock market while inflation, interest and exchange rates were the macroeconomic … variables selected. Employing error correction model, it was found that a significant negative short run relationship exists …