Search Results - subject:"macroeconomic fundamentals"

On the global impact of risk-off shocks and policy-put frameworks

Caballero, Ricardo J.; Kamber, Gunes - 2019

Persistent link: https://www.econbiz.de/10011981506

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/10012258787

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 : JRFM 12 (2019) 2/87, 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/10012022085

Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition

Adcock, Christopher; Bessler, Wolfgang; Conlon, Thomas - In: Journal of empirical finance 65 (2022), pp. 24-50

Persistent link: https://www.econbiz.de/10013286399

The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis

Tiwari, Aviral Kumar; Raheem, Ibrahim D.; Bozoklu, Seref; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1569-1590

Persistent link: https://www.econbiz.de/10012815114

Exchange rates and information about future fundamentals

Gholampour, Vahid - In: Journal of international money and finance 127 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013435622

What drives credit expansion worldwide? : an empirical investigation with long-term cross-country panel data

Yi, Xingjian; Liu, Sheng; Wu, Zhouheng - In: International review of economics & finance : IREF 80 (2022), pp. 225-242

Persistent link: https://www.econbiz.de/10013341808

Confidence in European retail banking : assessing relationship with economic fundamentals

Barbu, Teodora Cristina; Boitan, Iustina Alina - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 2, pp. 181-198

Persistent link: https://www.econbiz.de/10012152759

Determinants of the government bond yield : evidence from a highly euroised small open economy

Žaja, Maja Mihelja; Jakovčević, Drago; Višić, Lucija - In: International journal of economic sciences : IJES 7 (2018) 2, pp. 87-106

Persistent link: https://www.econbiz.de/10012033165

The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns

Makkonen, Adam; Vallström, Daniel; Uddin, Mohammed … - In: Energy economics 100 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012990253