Search Results - subject:"macroeconomic variables"

Predictive ability of investor sentiment for the stock market

Kim, Karam; Ryu, Doojin - In: Romanian journal of economic forecasting 23 (2020) 4, pp. 33-46

Persistent link: https://www.econbiz.de/10012425220

Cointegration analysis and VECM of FDI, employment, export and GDP in Croatia (2002–2017) with particular reference to the global crisis and poor macroeconomic governance

Škare, Marinko; Franc-Dąbrowska, Justyna; Cvek, Dajana - In: Equilibrium : quarterly journal of economics and … 15 (2020) 4, pp. 761-783

Persistent link: https://www.econbiz.de/10012436741

Macroeconomic factors and stock market behaviour : an analysis of the 2008 crisis

Osamwonyi, Ifuero Osad; Audu, Godfrey Ayegbeni - In: Facta Universitatis / University of Niš : the … 17 (2020) 4, pp. 357-373

Persistent link: https://www.econbiz.de/10012593229

Essais sur les impacts macroéconomiques de l'incertitude mondiale

Odjoumani, Nestor - 2020

Persistent link: https://www.econbiz.de/10012599007

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/10013179478

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/10013179689

Modeling time-varying coffee price volatility in Ethiopia

Abebe, Teshome Hailemeskel - In: Journal of Applied Economics 23 (2020) 1, pp. 497-518

stationary at level, while macroeconomic variables are stationary at first difference except interest rate, which is stationary …

Persistent link: https://www.econbiz.de/10015334304

Modeling time-varying coffee price volatility in Ethiopia

Abebe, Teshome Hailemeskel - 2020

stationary at level, while macroeconomic variables are stationary at first difference except interest rate, which is stationary …

Persistent link: https://www.econbiz.de/10012304625

The effects of relative strength of USD and overnight policy rate on performance of Malaysian stock market: Evidence from 1980 through 2015

Khudhair, Harith Yas; Bin Jusoh, Ahmad; Mardani, Abbas - In: Contemporary Economics 13 (2019) 2, pp. 175-186

The study is carried out with the objective of testing the efficient market hypothesis (EMH) at the semistrong form level. As such, the study employs two publicly available data variables - the exchange rate (RM/USD) and short-term interest rate as proxied by the overnight policy rate (OPR). The...

Persistent link: https://www.econbiz.de/10014544539

Determinants of stock market performance: VAR and VECM designs in Korea and Japan

Tulcanaza Prieto, Ana Belen; Lee, Young Hwan - In: Global Business & Finance Review (GBFR) 24 (2019) 4, pp. 24-44

Persistent link: https://www.econbiz.de/10012286690