Search Results - subject:"macroeconomic variables"

Analysis of factors affecting the performance of Moroccan exports

Harkat, Tahar; Aguenaou, Samir; Abrache, Jawad; Saoudi, Anas - In: African review of economics and finance : AREF : the … 15 (2023) 2, pp. 178-196

Persistent link: https://www.econbiz.de/10014637382

Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach

Hashmi, Shabir; Chang, Bisharat Hussain - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 1006-1024

Persistent link: https://www.econbiz.de/10014253339

Modelling the oil price volatility and macroeconomic variables in South Africa using the symmetric and asymmetric GARCH models

Sekati, Boitumelo Nnoi Yolanda; Tsoku, Johannes Tshepiso; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-12

This article employed the ARCH, GARCH and EGARCH models to model the oil price volatility and macroeconomic variables … in South Africa for the period 1990Q1 to 2018Q2. The macroeconomic variables used in the study are GDP, inflation … in oil price. The EGARCH (1, 1) model revealed that oil price is negatively affected by all the macroeconomic variables …

Persistent link: https://www.econbiz.de/10014001455

The effect of macroeconomic variables on exchange rate: Evidence from Ghana

Antwi, Samuel; Issah, Mohammed; Patience, Aboagyewaa; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-19

The study examined the effect of macroeconomic variables on exchange rate in Ghana using a multivariate modeling …

Persistent link: https://www.econbiz.de/10014001492

Conventional REITs, Islamic REITs and macroeconomic variables in Malaysia: a review

Abu Sujak, Zahida - In: ISRA International Journal of Islamic Finance 12 (2020) 1, pp. 131-143

. Multiple regression analysis is used to determine the impact of macroeconomic variables on financial performance of 13 … Malaysian REIT series. Findings Results show that the macroeconomic variables are able to predict future returns and dividends … types of Malaysian real estate investment trust (REIT) series, namely, conventional and Islamic, against macroeconomic …

Persistent link: https://www.econbiz.de/10012600419

Investor sentiment, portfolio returns, and macroeconomic variables

Banchit, Azilawati; Abidin, Sazali; Lim, Sophyafadeth; … - In: Journal of Risk and Financial Management 13 (2020) 11, pp. 1-14

relationships, while controlling for the macroeconomic variables, are used by employing Consumer Confidence Index (CCI) and trade …

Persistent link: https://www.econbiz.de/10012611509

Macroeconomic indicators and capital market performance: Are the links sustainable?

Olokoyo, Felicia Omowunmi; Ibhagui, Oyakhilome; … - In: Cogent Business & Management 7 (2020) 1, pp. 1-17

study employed the VECM analysis. The results found suggest that 1) macroeconomic variables and stock market performance are …

Persistent link: https://www.econbiz.de/10012657185

Conventional REITs, Islamic REITs and macroeconomic variables in Malaysia: a review

Mohd Edil Abd Sukor; Abu Sujak, Zahida; Kamaruzaman Noordin - In: ISRA international journal of islamic finance : an … 12 (2020) 1, pp. 131-143

Persistent link: https://www.econbiz.de/10012287051

Macroeconomic indicators and capital market performance : are the links sustainable?

Olokoyo, Felicia Omowunmi; Ibhagui, Oyakhilome; … - In: Cogent business & management 7 (2020) 1, pp. 1-17

study employed the VECM analysis. The results found suggest that 1) macroeconomic variables and stock market performance are …

Persistent link: https://www.econbiz.de/10012624738

An exploration of dynamic relationships between macroeconomic variables and stock prices in Korea revisited

Lee, Jung Wan; Brahmasrene, Tantatape - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 10, pp. 23-34

Persistent link: https://www.econbiz.de/10012671332