Search Results - subject:"macroeconomic variables"

Monetary policy regimes: Implications for the yield curve and bond pricing

Filipova, Kameliya; Audrino, Francesco; De Giorgi, Enrico - In: Journal of Financial Economics 113 (2014) 3, pp. 427-454

We develop a multivariate dynamic term structure model, which takes into account the nonlinear (time-varying) relation between interest rates and the state of the economy. In contrast to the classical term structure literature, in which nonlinearities are captured by increasing the number of...

Persistent link: https://www.econbiz.de/10010906183

Economic growth and the development of telecommunications infrastructure in the G-20 countries: A panel-VAR approach

Pradhan, Rudra P.; Arvin, Mak B.; Norman, Neville R.; … - In: Telecommunications Policy 38 (2014) 7, pp. 634-649

This paper examines the linkages between the development of telecommunications infrastructure (DTI), economic growth, and four key indicators of operation of a modern economy: gross capital formation, foreign direct investment inflows, urbanization rates, and trade openness. By studying the G-20...

Persistent link: https://www.econbiz.de/10010943119

Canonical correlation analysis : Macroeconomic variables versus stock returns

Mazuruse, Peter - In: Journal of Financial Economic Policy 6 (2014) 2, pp. 179-196

stock exchange (ZSE). This paper analyses the impact of macroeconomic variables on stock returns for the Zimbabwe Stock … consumer price index, money supply, exchange rate and treasury bills. The four macroeconomic variables greatly affect the … identify the macroeconomic variables that play a pivotal role in maximizing the strength of the relationship with stock returns …

Persistent link: https://www.econbiz.de/10014867124

The economy and loss given default : evidence from two UK retail lending data sets

Leow, Mindy; Mues, Christophe; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 363-375

Persistent link: https://www.econbiz.de/10010251704

An examination of the structure and dynamics of Singapore's maturing Central Area office market

Ho, Kim-hin David; Rengarajan, Satyanarain; Glascock, … - In: Journal of property investment & finance 32 (2014) 5, pp. 485-504

Persistent link: https://www.econbiz.de/10010392936

Forecasting the equity risk premium : the role of technical indicators

Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791

Persistent link: https://www.econbiz.de/10010399441

Macroeconomic variables, volatility and stock market returns : a case of Nairobi securities exchange, Kenya

Kirui, Evans; Wawire, Nelson H. Were; Onono, Perez O. - In: International journal of economics and finance 6 (2014) 8, pp. 214-228

Persistent link: https://www.econbiz.de/10010399764

Firm performance and emerging economies

Rehman, Ramiz Ur; Zhang, Junrui; Ali, Rizwan - In: The journal of applied business research 30 (2014) 3, pp. 701-714

Persistent link: https://www.econbiz.de/10010370927

Macroeconomic link to Indian capital market : a post-liberalization evidence

Ray, Hirak; Sarkar, Joy - In: Modern economy 5 (2014) 4, pp. 272-288

Persistent link: https://www.econbiz.de/10010412793

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/10010406272