Search Results - subject:": Macroeconomic variables"

Panel estimating effects of macroeconomic determinants on inflation: Evidence of Western Balkan

Durguti, Esat Ali; Tmava, Qazim; Demiri-Kunoviku, Filloreta - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-13

This study analyzes the relationship between macroeconomic variables that influence inflation. Through our research, we … future debates and examination on macroeconomic variables that potentially affect inflation. …

Persistent link: https://www.econbiz.de/10014001426

Profitability determinants of big European banks

Karadžić, Vesna; Đalović, Nikola - In: Journal of Central Banking Theory and Practice 10 (2021) 2, pp. 39-56

The subject of research in this paper is the profitability of the biggest banks in the European financial market, some of which operate in Montenegro. The profitability of banks is influenced by a large number of factors, including internal banking and external macroeconomic factors. The aim of...

Persistent link: https://www.econbiz.de/10014558481

The effect of macroeconomic variables on the robustness of the traditional Fama-French model: A study for Mexico using different portfolios

Saucedo, Eduardo; González, Jorge - In: Journal of Economics, Finance and Administrative Science 26 (2021) 52, pp. 252-267

of the FFM that include macroeconomic variables such as country risk, economic activity, inflation rate, and exchange … statistically significant in most cases, but relevant macroeconomic variables such as the interest rate, exchange rate and country … risk stand out for being weakly relevant in most of the portfolios. However, it is noticed that some of these macroeconomic …

Persistent link: https://www.econbiz.de/10013192205

Institutional change and macroeconomic variables in the ASEAN-Indonesia, Vietnam, and Cambodia: The effects of a trade war between China and USA

Aba, Fransiskus Xaverius Lara - In: Economies 9 (2021) 4, pp. 1-21

A trade war between the United States and China resulted in an increase in trade tariffs on imported goods entering each of these countries. Southeast Asian countries that have trade relations with the two countries, especially in terms of non-oil and gas exports of 25% to 35%, will be affected...

Persistent link: https://www.econbiz.de/10013199933

The impact of bank specific and macro-economic factors on non-performing loans in the banking sector: Evidence from an emerging economy

Ahmed, Shakeel; Majeed, M. Ejaz; Thalassinos, Eleftherios; … - In: Journal of Risk and Financial Management 14 (2021) 5, pp. 1-14

, macroeconomic variables, and non-performing loans within the specific context of an emerging economy, Pakistan. …

Persistent link: https://www.econbiz.de/10012611774

The macroeconomic variables impact on commodity futures volatility: A study on Indian markets

Sreenu, Nenavath; Rao, K. S. S.; Kishan, D. - In: Cogent Business & Management 8 (2021) 1, pp. 1-17

The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in … information and economic environments are determined by the macroeconomic variables. The low-frequency macroeconomic variables and … volatility into long- and short-run modules, which allow for the testing of the macroeconomic variables can control the long …

Persistent link: https://www.econbiz.de/10012657358

Forecasting the equity risk premium in the Korean stock market: A factor analysis approach

Chun, Sungju - In: Global Business & Finance Review (GBFR) 26 (2021) 4, pp. 77-89

KOSPI and twelve financial and macroeconomic variables spanning from October 2000 to December 2020 and evaluates the … information from various financial and macroeconomic variables relevant for return prediction and the diffusion indexes can …

Persistent link: https://www.econbiz.de/10015098771

The macroeconomic variables impact on commodity futures volatility : a study on Indian markets

Sreenu, Nenavath; Rao, K. S. S.; Kishan, D. - In: Cogent business & management 8 (2021) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012631342

Profitability determinants of big European banks

Karadžić, Vesna; Đalović, Nikola - In: Journal of central banking theory and practice 10 (2021) 2, pp. 39-56

Persistent link: https://www.econbiz.de/10012549192

Effect of the macroeconomic variables on systemic risk : evidence from Vietnamese economy

Tram Thi Xuan Huong; Nguyen Thi Thanh Hoai - In: Economics and Business Letters : EBL 10 (2021) 3, pp. 217-228

Persistent link: https://www.econbiz.de/10012595781