Search Results - subject:"macroeconomic fundamentals"

Price exuberance and contagion across housing markets : evidence from US metropolitan areas

Chowdhury, Md Shahedur R.; Damianov, Damian; Escobari, Diego - In: The journal of real estate finance and economics 69 (2024) 1, pp. 132-163

Persistent link: https://www.econbiz.de/10015080936

What drives the volatility of non-fungible tokens (NFTs) : macroeconomic fundamentals or investor attention?

Jiang, Minghan; Xia, Yufei - In: Applied economics letters 31 (2024) 16, pp. 1439-1448

Persistent link: https://www.econbiz.de/10015075407

El riesgo paísen Sudamérica y México : un estudio con datos de panel

Santilli, Evangelina - In: Análisis económico 36 (2021) 91, pp. 181-210

Persistent link: https://www.econbiz.de/10012511059

Triển vọng kinh tế Việt Nam năm 2021

Hung, Ly-Dai - In: VNU journal of economics and business 1 (2021) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013499121

Sentimental shocks and house prices

Anastasiou, Dimitris; Kapopoulos, Panayotis T.; … - In: The journal of real estate finance and economics 67 (2023) 4, pp. 627-655

Persistent link: https://www.econbiz.de/10014444085

Anatomy of a sovereign debt crisis : machine learning, real-time macro fundamentals, and CDS spreads

Balduzzi, Pierluigi; Savona, Roberto; Alessi, Lucia - In: Journal of financial econometrics 21 (2023) 5, pp. 1728-1758

Persistent link: https://www.econbiz.de/10014444728

Modelación y comovimientos de la tasa de cambio colombiana, 2011-2017

Sierra, Giuliana Maya; Marin Rodríguez, Nini Johana - In: Revista de Métodos Cuantitativos para la Economía y … 28 (2019), pp. 301-341

The exchange rate is influenced by multiple national and international macroeconomic factors, which generates high levels of uncertainty. The objective of this research is the construction of ARIMA-GARCH and ARIMAX-GARCH models as a tool for the forecast of the exchange rate in Colombia from the...

Persistent link: https://www.econbiz.de/10014494431

The impact of macroeconomic news on Chinese futures

Liu, Ruobing; Yang, Jianhui; Ruan, Chuan-Yang - In: International Journal of Financial Studies 7 (2019) 4, pp. 1-14

Inspired by the GARCH-MIDAS model, we revisit the relationship between Chinese futures and macroeconomic factors. We introduce the level of the macroeconomic variables into the GARCH-MIDAS model in order to test the impact of the macroeconomic level on the variance of futures' return volatility....

Persistent link: https://www.econbiz.de/10013200241

A cointegration of the exchange rate and macroeconomic fundamentals: The case of the Indonesian Rupiah vis-á-vis currencies of primary trade partners

Salim, Agus; Shi, Kai - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-17

exchange rate of the Indonesian Rupiah vis-á-vis currencies of primary trade partners and its macroeconomic fundamentals. The …Since the appearance of persistent research finding a disconnection between the exchange rate and its macroeconomic … fundamentals, the empirical debate has not stopped. Studies employ various methods to explain the presence of the exchange rate …

Persistent link: https://www.econbiz.de/10012611111

The impact of macroeconomic news on Chinese futures

Liu, Ruobing; Yang, Jianhui; Ruan, Chuan-Yang - In: International Journal of Financial Studies : open … 7 (2019) 4/63, pp. 1-14

Persistent link: https://www.econbiz.de/10012150454