Search Results - subject:"macroeconomic variables"

How competitiveness shocks affect macroeconomic performance across euro area countries

Staehr, Karsten; Vermeulen, Robert - 2016

This paper considers the short-term effects of competitiveness shocks on macroeconomic performance in the euro area. Vector autoregressive models are estimated on quarterly data from 1995 to 2013 for individual countries and the whole euro area. The results show that competitiveness shocks help...

Persistent link: https://www.econbiz.de/10011605985

Volatility modeling and asset pricing : extension of GARCH model with macro economic variables, value-at- risk and semi-variance for KSE

Hamid, Kashif; Hasan, Arshad - In: Pakistan journal of commerce and social sciences 10 (2016) 3, pp. 569-587

Dec 2015 and the data for macroeconomic variables is taken for the period Jan 2000 to Dec 2015 on monthly basis. GARCH and … macroeconomic variables are significant parameters for explaining the stock returns as well as volatility. Further GARCH (1, 1 … GARCH- in- mean model is used for modeling the volatility in this study. GARCH-in-mean model is extended with macroeconomic …

Persistent link: https://www.econbiz.de/10011929454

The moderating role of loan monitoring on the relationship between macroeconomic variables and non-performing loans in association of Southeast Asian Nations countries

Idris, Ismail Tijjani; Nayan, Sabri - In: International journal of economics and financial issues … 6 (2016) 2, pp. 402-408

Persistent link: https://www.econbiz.de/10011695568

The effect of leverage and firm size to profitability of public manufacturing companies in Indonesia

Kartikasari, Dwi; Merianti, Marisa - In: International journal of economics and financial issues … 6 (2016) 2, pp. 409-413

Persistent link: https://www.econbiz.de/10011695587

Determining the functional form of relationships between oil prices and macroeconomic variables : the case of MIST countries

Akay, Ebru Caglayan; Uyar, Sinem Guler Kangalli - In: International journal of economics and financial issues … 6 (2016) 3, pp. 880-891

Persistent link: https://www.econbiz.de/10011697548

The impact of international financial crisis on bank performance in Eastern and Central European countries

Andrieş, Alin Marius; Cǎpraru, Bogdan; … - In: EuroEconomica 35 (2016) 1, pp. 111-126

Persistent link: https://www.econbiz.de/10011569802

Macroeconomic determinants of budget deficit : evidience from Sierra Leone

Bangura, Alimamy; Tarawalie, Abu Bakarr; Fofanah, Lansana; … - In: International journal of economic perspectives : IJEP 10 (2016) 1, pp. 5-13

Persistent link: https://www.econbiz.de/10011579000

Real effective exchange rate misalignment in Nigeria

Nwachukwu, Ngozi E.; Adebayo, Racheal O.; Shettima, … - In: CBN journal of applied statistics 7 (2016) 1, pp. 71-91

The study analyzed the relationship between relevant macroeconomic variables and the real effective exchange rate (REER …

Persistent link: https://www.econbiz.de/10011460290

The role of insurance growth in economic growth : fresh evidence from a panel of OECD countries

Apergēs, Nikolaos; Poufinas, Thomas - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012642444

Impact of exchange rate regimes on inflation : an empirical analysis of BRICS countries

G, Babu Rao - In: Theoretical and applied economics : GAER review 27 (2020) 2/623, pp. 215-224

Persistent link: https://www.econbiz.de/10012643176