Search Results - subject:"macro factors"

Forward guidance and its effectiveness : a macro-finance shadow-rate framework

Koeda, Junko; Wei, Bin - 2025 - This Draft: March 2025

Persistent link: https://www.econbiz.de/10015333527

Quantifying forward guidance and yield curve control

Koeda, Junko; Wei, Bin - 2024

This study evaluates the effectiveness of Japan's unconventional monetary policies over the past quarter century within a unified term structure framework. It specifically examines the impact of the Bank of Japan's (BOJ) outcome-based forward guidance and yield curve control (YCC) and...

Persistent link: https://www.econbiz.de/10015189278

Quantifying forward guidance and yield curve control

Koeda, Junko; Wei, Bin - 2024

Persistent link: https://www.econbiz.de/10015081022

The impact of the last two presidential periods on the performance of the Indonesia stock exchanges: An approach of arbitrage pricing theory

Garnia, Erna; Riadi, Deden Rizal; Nainggolan, Ida Margareta - In: Contemporary Economics 18 (2024) 3, pp. 301-320

This study aims to examine the influence of economic and non-economic macro factors on the performance of the Indonesia … Theory (APT) approach. The macro factors studied are an aggregate of 41 indicators of stock market index returns, benchmark … process of aggregation and identification of macro factors, this study uses Principal Component Analysis (PCA). The population …

Persistent link: https://www.econbiz.de/10015326037

The impact of the last two presidential periods on the performance of the Indonesia stock exchanges : an approach of arbitrage pricing theory

Garnia, Erna; Nainggolan, Ida Margareta - In: Contemporary economics 18 (2024) 3, pp. 301-320

Persistent link: https://www.econbiz.de/10015189610

Forward guidance and its effectiveness: A macro finance shadow-rate framework

Koeda, Junko; Wei, Bin - 2023

-finance shadow rate term structure model by introducing unspanned macro factors and an outcome-based liftoff condition. We estimate …

Persistent link: https://www.econbiz.de/10014480709

Forward guidance and its effectiveness : a macro finance shadow-rate framework

Koeda, Junko; Wei, Bin - 2023

-finance shadow rate term structure model by introducing unspanned macro factors and an outcome-based liftoff condition. We estimate …

Persistent link: https://www.econbiz.de/10014381169

The exchange rate, income, trade openness and the trade balance : longitudinal panel analysis for selected SSA countries

Abille, Adamu Braimah; Meçik, Oytun - In: International trade, politics and development 7 (2023) 2, pp. 138-153

Purpose - Motivated by recent rapid exchange rate depreciations, shrank economic growth, high inflation, and persistent trade deficits, this study examines the trade balance (TB) in the face of the recent dynamics of the stated macroeconomic factors, which are also important determinants of the...

Persistent link: https://www.econbiz.de/10014370353

The exchange rate, income, trade openness and the trade balance: Longitudinal panel analysis for selected SSA countries

Abille, Adamu Braimah; Meçik, Oytun - In: International Trade, Politics and Development (ITPD) 7 (2023) 2, pp. 138-153

Persistent link: https://www.econbiz.de/10015413475

Understanding of macro factors that affect yield of government bonds

Koroleva, Ekaterina; Kopeykin, Maxim - In: Risks : open access journal 10 (2022) 8, pp. 1-10

Government bonds are one of the safest and most attractive instruments in the investment portfolio for private investors and investment funds. Although bonds are perceived as an alternative to bank deposits, a number of macroeconomic factors influence their yield. The goal of the research is to...

Persistent link: https://www.econbiz.de/10013365593