Search Results - subject:"STOCK PRICES"

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Stock Prices, Real Sector and the Causal Analysis: The Case of Pakistan

Husain, Fazal - Volkswirtschaftliche Fakultät, … - 2006

This paper re-examines the causal relationship between stock prices and the variables representing the real sector of … the early 1990s, the paper investigates the causal relations between stock prices and variables like real Gross Domestic … relationship between stock prices and the real sector variables. Regarding the cause and effect relationship, the analysis …

Persistent link: https://www.econbiz.de/10005789486

Are investors more risk-averse during recessions?

Guo, Hui - In: Monetary Trends (2006) Oct

Persistent link: https://www.econbiz.de/10005723942

The predictive power of the present value model of stock prices

Ryan, Geraldine - Society for Computational Economics - SCE - 2006

a nonlinear unit root. We also find evidence of a nonlinear cointegrating relationship between stock prices and … indicates that while stock prices may reflect their fundamentals in the long run, they may deviate substantially from their …Using monthly data from 1926:01 to 2003:12 for the United States, this paper examines the predictability of real stock …

Persistent link: https://www.econbiz.de/10005342899

Learning, structural instability and present value calculations

Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - Society for Computational Economics - SCE - 2006

Present value calculations require predictions of cash flows both at near and distant future points in time. Such predictions are generally surrounded by considerable uncertainty and may critically depend on assumptions about parameter values as well as the form and stability of the data...

Persistent link: https://www.econbiz.de/10005342924

Malaysian Capital Controls; Macroeconomics and Institutions

Tamirisa, Natalia T.; Johnson, Simon; Kochhar, Kalpana; … - International Monetary Fund (IMF) - 2006

We analyze the capital controls imposed in Malaysia in September 1998. In macroeconomic terms, these controls neither yielded major benefits nor were costly. At the same time, the stock market interpreted the capital controls (and associated events) as favoring firms with stronger political...

Persistent link: https://www.econbiz.de/10005263746

The Jordanian Stock Market; Should You Invest in it for Risk Diversification or Performance?

Petri, Martin; Saadi-Sedik, Tahsin - International Monetary Fund (IMF) - 2006

We analyze the performance of the Amman Stock Exchange (ASE) and its integration with other markets. Using cointegration techniques, we find that the ASE and other Arab stock markets are cointegrated, which implies little long-run risk diversification. However, there is no cointegrating...

Persistent link: https://www.econbiz.de/10005263988

Perspectiveson Low Global Interest Rates

Catão, Luis; Mackenzie, G. A. - International Monetary Fund (IMF) - 2006

This paper looks at the dramatic decline in global real interest rates in recent years from a historical perspective and examines the various factors that may account for this trend. We show that current levels of real interest rates on long-term bonds in advanced economies are not low by...

Persistent link: https://www.econbiz.de/10005264143

How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices?

Robitaille, Patrice; Roush, Jennifer E. - Federal Reserve Board (Board of Governors of the … - 2006

This paper provides a robust structural identification of the effects of U.S. interest rates on an emerging economy's asset values. Using newly available intraday data, we investigate how surprises associated with U.S. macro data and FOMC announcements move the yield spread on a benchmark...

Persistent link: https://www.econbiz.de/10005368201

Learning, Structural Instability and Present Value Calculations

Pesaran, M.H.; Pettenuzzo, D.; Timmermann, A. - Faculty of Economics, University of Cambridge - 2006

Persistent link: https://www.econbiz.de/10005113792

Ireland; Financial System Stability Assessment Update

International Monetary Fund (IMF); International … - 2006

The Irish financial sector has continued to perform well since its participation in the Financial Sector Assessment Program (FSAP) in 2000. Although the outlook remains very strong for 2006â€“07, there are some macroeconomic risks that could have implications for the financial system asset...

Persistent link: https://www.econbiz.de/10011242629