Search Results - subject:"macroeconomic variables"

Foreign capital inflows in developed and developing economies : facts, feature and analysis

Singhania, Monica; Saini, Neha - In: International journal of Indian culture and business … 19 (2019) 4, pp. 465-490

Persistent link: https://www.econbiz.de/10012209293

Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand

Forson, Joseph Ato; Janrattanagul, Jakkaphong - In: Contemporary Economics 8 (2014) 2, pp. 157-174

) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to … December 2009. The following macroeconomic variables are included in our analysis: money supply (MS), the consumer price index … Index and the selected macroeconomic variables are cointegrated at I (1) and have a significant equilibrium relationship …

Persistent link: https://www.econbiz.de/10010436018

Determinants of Non-Performing Loans: The Case of Eurozone

Makri, Vasiliki; Tsagkanos, Athanasios; Bellas, Athanasios - In: Panoeconomicus 61 (2014) 2, pp. 193-206

The purpose of the present study is to identify the factors affecting the non-performing loans rate (NPL) of Eurozoneâ€™s banking systems for the period 2000-2008, just before the beginning of the recession. In our days, Eurozone is in the middle of an unprecedented financial crisis,...

Persistent link: https://www.econbiz.de/10011134483

Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia

Abdullah, Ahmad Monir; Saiti, Buerhan; Masih, Abul Mansur M. - Volkswirtschaftliche Fakultät, … - 2014

The causal relations and dynamic interactions among macroeconomic variables and stock market index are important in the … index and macroeconomic variables, we employ several conventional time-series techniques and a recently introduced method … cointegrating relationship does exist between KLCI and selected macroeconomic variables. The results of the error correction model …

Persistent link: https://www.econbiz.de/10011108410

Macroeconomic Forces and Stock Prices: Some Empirical Evidence from Saudi Arabia

Kalyanaraman, Lakshmi; Tuwajri, Basmah Al - In: International Journal of Financial Research 5 (2014) 1, pp. 81-92

This paper examines if there exists a long run relationship among five macroeconomic variables, consumer price index … macroeconomic variables are found to impact stock prices. Standard and Poor 500 index does not affect Saudi stock prices. Vector …

Persistent link: https://www.econbiz.de/10011267598

Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand

Forson, Joseph Ato; Janrattanagul, Jakkaphong - Volkswirtschaftliche Fakultät, … - 2014

Persistent link: https://www.econbiz.de/10011113078

Impact of Macroeconomic Performance on Corporate Cash Holdings: Some Evidences from Jordan

Abushammala, Sami N. M.; Sulaiman, Jamalludin - In: Asian Economic and Financial Review 4 (2014) 10, pp. 1363-1377

between explanatory macroeconomic variables and corporate cash holdings. The corporate cash holdings related positively with … macroeconomic variables on corporate cash holdings. Also this paper extends the existing liquidity literature the Middle East and … Jordan by delivering the macroeconomic variables as a determinant of cash holdings, aside from the traditional firm …

Persistent link: https://www.econbiz.de/10010801144

The Study of Co-Integration and Casual Relationship Between Macroeconomic Variables and Insurance Penetration Ratio

Jahromi, Poyesh Bahadori; Goudarzi, Hojatallah - In: Asian Economic and Financial Review 4 (2014) 7, pp. 853-863

direction, this study aims to investigate the casual relationship between macroeconomic variables i.e. gross domestic production …

Persistent link: https://www.econbiz.de/10010766144

Main Drivers of LBO in Asia

Sannajust, Aurélie; Khamlichi, Abdelbari El - Institut de Préparation à l'Administration et à la … - 2014

We extend the research on private equity by studying the drivers of LBO operating performance in Asia. We consider a large set of candidate drivers (financial, governance, macroeconomic, cultural, microeconomic and industry variables) and study their effects on performance over the short- and...

Persistent link: https://www.econbiz.de/10010929405

Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework

Vereda, Luciano; Lopes, Hélio; Kubrusly, Jessica; … - In: Journal of Reviews on Global Economics 3 (2014), pp. 377-393

Recent macro-finance papers have documented the importance of adding information from macro variables in order to improve out-of-sample forecasting performance of bond yields. This paper aims at investigating the reasons for this success. We use Diebold and Li’s dynamic version of the Nelson...

Persistent link: https://www.econbiz.de/10010940491