Search Results - subject:"STOCK PRICES"

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Testing for nonlinearity of the relationship between stock prices and exchange rate in Romania

Saman, Corina - Institutul de Prognoza Economica, Institutul National … - 2014

The aim of this paper is to test the nonlinearity of the relation between the stock price in Romania and the nominal Romanian Leu against Euro from March 2000 to March 2014. The empirical evidence shows that there is a long-run equilibrium between the two variables during the time period...

Persistent link: https://www.econbiz.de/10011082312

The Impact of Macroeconomic Variables on Stock Prices in Pakistan

Hunjra, Ahmed Imran; Chani, Muhammad Irfan; Ijaz, … - Volkswirtschaftliche Fakultät, … - 2014

interest rate, exchange rate, and GDP and inflation rate on stock prices in Pakistan. The monthly data of eleven years ranges … cointegration tests are applied on the data to estimate the possible impact of macroeconomic variables on stock prices. Findings … that in long run there is significant relationship between macroeconomic variables on stock prices. …

Persistent link: https://www.econbiz.de/10011113620

The Effect of the Capital Gains Tax Exemption on Stock Market Prices in Chile

Agostini, Claudio; Siravegna, Mariel C. - In: Revista de Analisis Economico – Economic Analysis Review 29 (2014) 2, pp. 25-46

empirical question. This work contributes to answering this question, estimating for this purpose the effect on stock prices of … anticipated effect of around -15% on stock prices traded in the Santiago Stock Market. The price elasticity with respect to the …

Persistent link: https://www.econbiz.de/10011115420

Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets

Ananchotikul, Nasha; Zhang, Longmei - International Monetary Fund (IMF) - 2014

In recent years, portfolio flows to emerging markets have become increasingly large and volatile. Using weekly portfolio fund flows data, the paper finds that their short-run dynamics are driven mostly by global â€œpushâ€ factors. To what extent do these cross-border flows and global risk...

Persistent link: https://www.econbiz.de/10011123837

Trying to Predict Opening Stock Returns

Kudryavtsev, Andrey - International Institute of Social and Economic Sciences - 2014

In present study, I explore the dynamics of the interday stock price reversals. In particular, I try to shed light on reversals in opening stock returns, that is, on the price reversals during the opening trading sessions with respect to previous day's price tendencies. I analyze intraday price...

Persistent link: https://www.econbiz.de/10011207209

Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests

Akel, Gunay - International Institute of Social and Economic Sciences - 2014

The existence of causation linkage between stock prices and exchange rates is one of the popular debate especially … Granger causality running from exchange rates to stock prices for 4 countries (i.e., Czech Republic, Hungary, Poland, and …

Persistent link: https://www.econbiz.de/10011207343

Price and Volatility Linkages between Indian Stocks and their European GDRs

Ray, Partha; Madhavan, Vinodh - International Institute of Social and Economic Sciences - 2014

in Mumbai at two levels, viz., (a) between the stock prices at two exchanges; and (b) between the volatilities of the … stock prices between the two exchanges. The relationship is studied between the GDR price and the domestic share price along …

Persistent link: https://www.econbiz.de/10011210353

Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests

Nazl, Saban; Kar, Muhsin; Akel, Gunay - International Institute of Social and Economic Sciences - 2014

Persistent link: https://www.econbiz.de/10011210383

Exchange Rate Exposure and its Determinants: Evidence on Hungarian Firms

TOMANOVÁ, Lucie - In: European Financial and Accounting Journal 2014 (2014) 2

corporate cash flows and stock prices. The analysis focuses on the HUF/EUR exchange rate using monthly data from 2000 – 2014 …, resp. 2003 – 2012 in case of cash flow analysis. Stock prices exposure analysis showed that significant number of these …

Persistent link: https://www.econbiz.de/10011195313

Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test

Emirmahmutoglu, Furkan; Apergis, Nicholas; Simo-Kengne, … - Institut de Préparation à l'Administration et à la … - 2014

of real house prices, real stock prices and real per capita personal income (proxying output), which allows us to account … transmission mechanism. Moreover, the absence of reverse causation from the personal income per capita to both housing and stock … prices tend to suggest that noneconomic fundamentals may have played an important role in the formation of bubbles in these …

Persistent link: https://www.econbiz.de/10010891035