Search Results - subject:"Macroeconomic fundamentals"

Country risk, macroeconomic fundamentals and uncertainty in Latin American economies

Acosta, Ali!; Barráez, Daniel; Pérez, Danyira; … - In: Monetaria : English edition 3 (2015) 2, pp. 147-174

Persistent link: https://www.econbiz.de/10011580926

Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas

Acosta, Ali; Barráez, Daniel; Pérez, Danyira; Urbina, … - In: Monetaria 37 (2015) 2, pp. 163-195

Persistent link: https://www.econbiz.de/10011580934

Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India

Kumari, Jyoti; Mahakud, Jitendra - In: Asia-Pacific financial markets 22 (2015) 1, pp. 87-111

Persistent link: https://www.econbiz.de/10010511544

Can we beat the random-walk model for the South African rand-US dollar and South African rand-UK pound exchange rates? : evidence from dynamic model averaging

De Bruyn, Riané; Gupta, Rangan; Van Eyden, Reneé - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 502-524

Persistent link: https://www.econbiz.de/10011403785

Chinese stocks during 2000 - 2013 : bubbles and busts or fundamentals?

Liang, Priscilla; Willett, Thomas D. - In: The Chinese economy 48 (2015) 3, pp. 199-214

Persistent link: https://www.econbiz.de/10011404545

Yield curve factors, term structure volatility, and bond risk premia

Hautsch, Nikolaus; Ou, Yangguoyi - 2008

extracted yield curve components have long-term prediction power for macroeconomic fundamentals. …

Persistent link: https://www.econbiz.de/10010263741

Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia

Hautsch, Nikolaus; Ou, Yangguoyi - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

extracted yield curve components have long-term prediction power for macroeconomic fundamentals. … macroeconomic fundamentals. Key words: Term Structure Modelling; Yield Curve Risk; Stochastic Volatility; Factor Models …; Macroeconomic Fundamentals JEL classification: C5, E4, G1 1 Introduction Much research in financial economics has been devoted to …

Persistent link: https://www.econbiz.de/10005677916

The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries

Chang, Ming-Jen; Su, Che-Yi - In: Journal of International Financial Markets, … 30 (2014) C, pp. 220-246

This study explores the linkages between exchange rates and macroeconomic fundamentals to determine the long … contain information about future changes in macroeconomic fundamentals which correspond to the implications of the asset …

Persistent link: https://www.econbiz.de/10010789905

Forecasting the Price of Gold Using Dynamic Model Averaging

Aye, Goodness C.; Gupta, Rangan; Hammoudeh, Shawkat; … - Department of Economics, Faculty of Economic and … - 2014

We develop models for examining possible predictors of the return on gold that embrace six global factors (business cycle, nominal, interest rate, commodity, exchange rate and stock price factors) and two uncertainty indices (the Kansas City Fed’s financial stress index and the U.S. Economic...

Persistent link: https://www.econbiz.de/10010891726

Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era

Chionis, Dionysios; Pragidis, Ioannis; Schizas, Panagiotis - In: Finance Research Letters 11 (2014) 3, pp. 254-258

This paper studies the influence of macroeconomic fundamentals and the underlying 10years Greek government bonds. We …

Persistent link: https://www.econbiz.de/10010940020