Search Results - subject:"STOCK PRICES"

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Portfolio diversification in global equity markets and the role of global financial crisis

Bhatti, Ghulam Ali; Islam, Talat; Rehman, Abdul - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 9 (2015) 1, pp. 69-95

The main focus of the current study was to investigate 33 major stock indices on a weekly basis to fill the void concerning fresh information in the context of co-movement of markets as a result of the Global Financial Crisis. Factor analysis was applied through two methods, principle component...

Persistent link: https://www.econbiz.de/10011938441

The final countdown: The effect of monetary policy during "Wait-for-It" and reversal periods

Ozdagli, Ali - 2015

industry of a firm does not seem to play an economically significant role in the differential reaction of stock prices to … periods, stock prices respond more strongly to surprises in the future path of monetary policy than they do on other (non …, Vega, and Wongswan (2010), that do not find any significant effect on stock prices of path surprises when all FOMC dates …

Persistent link: https://www.econbiz.de/10011754794

How Does Stock Market Volatility React to Oil Shocks?

Bastianin, Andrea; Manera, Matteo - Fondazione ENI Enrico Mattei (FEEM) - 2015

We study the impact of oil price shocks on U.S. stock market volatility. We derive three different structural oil shock variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate structural VAR models, one for each oil price...

Persistent link: https://www.econbiz.de/10011162062

Assmuth, Pascal - Institut für Mathematische Wirtschaftsforschung, … - 2015

spread among stock investors however, investment behaviour is also correlated through the stock prices and this results in …The total output of an economy usually follows cyclical movements which are accompanied by similar movements in stock … prices. The common explanation relies on the demand side. It points out that stock market wealth drives consumption which …

Persistent link: https://www.econbiz.de/10011261805

Assessment of the Impact of Fiscal Policy Operations on Stock Price Performance: Empirical Evidence from Nigeria

Ogbulu, Onyemachi Maxwell; Torbira, Lezaasi Lenee; … - In: International Journal of Financial Research 6 (2015) 2, pp. 190-202

This paper examines the relationship between Government fiscal policy measures and stock prices in Nigeria during the … and variance decomposition techniques on fiscal policy ¨C stock prices model patterned after a multivariate regression …, the study found a significant and negative impact of Public expenditure on stock prices, while Government Domestic Debt …

Persistent link: https://www.econbiz.de/10011267631

The Time-Series Linkages between US Fiscal Policy and Asset Prices

Montasser, Ghassen El; Gupta, Rangan; Jooste, Charl; … - Department of Economics, Faculty of Economic and … - 2015

This paper studies the interplay of fiscal policy and asset price returns of the United States in a time-varying-parameter vector autoregressive model. Using annual data from 1890 to 2013, we study the effects of dynamic shocks to both fiscal policy and asset returns on asset returns and fiscal...

Persistent link: https://www.econbiz.de/10011212744

Debt, equity and the equity price puzzle

Finocchiaro, Daria; Mendicino, Caterina - 2015

We show that in a model with equity and debt financing, the specfication of the borrowing constraint is crucial to generate empirically plausible responses of macro variables and asset prices to financial shocks. The interaction between financial frictions and labor demand, as in Jermann and...

Persistent link: https://www.econbiz.de/10011646672

Aßmuth, Pascal - 2015 - Reviewed Version: June 18, 2015

Persistent link: https://www.econbiz.de/10010510621

Box-Jenkins modeling of Greek stock prices data

Dritsaki, Chaido - In: International journal of economics and financial issues … 5 (2015) 3, pp. 740-747

Persistent link: https://www.econbiz.de/10011454204

The final countdown : the effect of monetary policy during "Wait-for-It" and reversal periods

Ozdagli, Ali - 2015

Persistent link: https://www.econbiz.de/10011430948