Search Results - subject:"Macro variables"

Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors

Sousa, Ricardo M.; Vivian, Andrew; Wohar, Mark E. - In: International review of economics & finance : IREF 41 (2016), pp. 122-143

Persistent link: https://www.econbiz.de/10011624662

Specification errors of asset-pricing models for a market characterized by few large capitalization firms

Virk, Nader Shahzad; Butt, Hilal Anwar - In: Journal of economics and finance 40 (2016) 1, pp. 68-84

Persistent link: https://www.econbiz.de/10011589943

1980 Sonrasi ekonomik krizlerin Turkie tarim sektoru uzerindeki etkileri

Aktas, Erkan; Tuncer, İsmail; Aydın, Murat - Volkswirtschaftliche Fakultät, … - 2010

period of 1980-2008. This study employs some agricultural macro variables namely, gross value added of the agricultural …

Persistent link: https://www.econbiz.de/10008836404

Economic Forces and the Thai Stock Market, 1993-2007

Jiranyakul, Komain - Volkswirtschaftliche Fakultät, … - 2009

This study examines the relationship between stock market index and macroeconomic variables in Thailand. The results from Johansen cointegration test shows that the variables are cointegrated. Thus there exists a long-run relationship between the stock market index and a set of four...

Persistent link: https://www.econbiz.de/10011109781

Economic Forces and the Thai Stock Market, 1993-2007

Jiranyakul, Komain - Volkswirtschaftliche Fakultät, … - 2009

Persistent link: https://www.econbiz.de/10011110759

Location, location, location : currency effects and return predictability?

Jordan, Steven J.; Vivian, Andrew; Wohar, Mark E. - In: Applied economics 47 (2015) 16/18, pp. 1883-1898

Persistent link: https://www.econbiz.de/10010511946

Forecasting returns : new European evidence

Jordan, Steven J.; Vivian, Andrew J.; Wohar, Mark E. - In: Journal of empirical finance 26 (2014), pp. 76-95

Persistent link: https://www.econbiz.de/10010472005

Macroeconomic Variables and South African Stock Return Predictability

Gupta, Rangan; Modise, Mampho P. - In: Economic Modelling 30 (2013) C, pp. 612-622

use a diffusion index approach by extracting a principal component from the macro variables, and test the predictive power …

Persistent link: https://www.econbiz.de/10010608280

Macroeconomic variables and South African stock return predictability

Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 30 (2013), pp. 612-622

Persistent link: https://www.econbiz.de/10009708826

Econometric and stochastic general equilibrium models for evaluation of economic policies

Bhattarai, Keshab - In: International Journal of Trade and Global Markets 4 (2011) 2, pp. 212-241

are used in formulation of stochastic dynamic general equilibrium models to generate time series of macro variables from …

Persistent link: https://www.econbiz.de/10009352791

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