Search Results - subject:"STOCK PRICES"

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Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market

Jiranyakul, Komain - Volkswirtschaftliche Fakultät, … - 2008

stock prices (proxied by the stock market index) diverge from their fundamental values. Speculative bubbles exist using the … West’s two-step test. There is no cointegration between stock prices and dividends from the results of both Engle …-Granger cointegration test and the bounds testing for cointegration. The divergence of stock prices from their fundamental value and no …

Persistent link: https://www.econbiz.de/10011108498

La crise actuelle des marches financiers : l’impact au niveau Europeen

Tiberiu, Albulescu Claudiu - In: Annals of Faculty of Economics 1 (2008) 1, pp. 22-26

The causes of 2007’s financial perturbations and mainly of the subprime crisis are well known at the beginning of 2008. Nevertheless, the specialists pay little attention to capital markets global crisis and to its consequences. In this study, we demonstrate that we are already in the middle...

Persistent link: https://www.econbiz.de/10005091165

MICRO AND MACROECONOMIC DETERMINANTS OF OIL STOCK PRICES ON ROMANIAN CAPITAL MARKET

Ciobanu, Anamaria; Bratu, Sorina - In: Theoretical and Applied Economics 11(528)(supplement) (2008) 11(528)(supplement), pp. 327-334

affect stock prices. …

Persistent link: https://www.econbiz.de/10005099729

Can Regional Cross-Listings Accelerate Stock Market Development? Empirical Evidence From Sub-Saharan Africa

International Monetary Fund (IMF); International … - 2008

This study analyzes the impact of regional cross-listing of stocks on the depth of the stock markets in sub-Saharan Africa (SSA). It analyzes data from 1990 to 2007 for a panel of 13 stock markets in SSA countries, only some of which have regional cross-listings. Using event study methodology,...

Persistent link: https://www.econbiz.de/10005769177

What Happens During Recessions, Crunches, and Busts?

Terrones, Marco; Kose, M. Ayhan; Claessens, Stijn - International Monetary Fund (IMF) - 2008

We provide a comprehensive empirical characterization of the linkages between key macroeconomic and financial variables around business and financial cycles for 21 OECD countries over the period 1960â€“2007. In particular, we analyze the implications of 122 recessions, 112 (28) credit...

Persistent link: https://www.econbiz.de/10005769300

THE SPREAD OF THE CAPITAL MARKETSS GLOBAL CRISIS: DOES THE COUNTRIES INDUSTRIAL PROFILE MATTER?

ALBULESCU, Claudiu Tiberiu - In: Journal of Applied Economic Sciences 3 (2008) 4(6)_Winter2008

The causes of 2007ï¿½s financial perturbations and mainly of the subprime crisis are well known at the beginning of 2008. Nevertheless, the specialists pay little attention to capital markets global crisis and to its consequences. In this study, we demonstrate using Infinancials data, that we...

Persistent link: https://www.econbiz.de/10005731631

New Shocks, Exchange Rates and Equityprices

Cova, Pietro; Rebucci, Alessandro; Matsumoto, Akito; … - International Monetary Fund (IMF) - 2008

We study exchange rate and equity price dynamics, in general equilibrium, in the presence of news shocks about future productivity and monetary policy. We identify a condition under which these asset prices become more volatile without affecting the volatility of the underlying processes-a...

Persistent link: https://www.econbiz.de/10005825757

Real Implications of Financial Linkages Between Canada and the United States

Klyuev, Vladimir - International Monetary Fund (IMF) - 2008

This paper documents the extent of financial linkages between Canada and the United States and explores the impact of changes in U.S. financial conditions on financial conditions and real economic activity in Canada. It shows that close to a quarter of financing by Canadian corporations is...

Persistent link: https://www.econbiz.de/10005826463

How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data

Tsutsui, Yoshiro; Hirayama, Kenjiro - Graduate School of Economics, Osaka University - 2008

This paper uses one-minute returns on the TOPIX and S&P500 to examine the efficiency of the Tokyo and New York Stock Exchanges. Our major finding is that Tokyo completes reactions to New York within six minutes, but New York reacts within fourteen minutes. Dividing the sample period into three...

Persistent link: https://www.econbiz.de/10005710087

Fiscal Policy, Housing and Stock Prices

Sousa, Ricardo M.; Afonso, António - Núcleo de Investigação em Políticas Económicas … - 2008

stock prices in the U.K..; and (iii) government revenue shocks have apparently contributed to an increase of volatility in …

Persistent link: https://www.econbiz.de/10005704669