Search Results - subject:"macroeconomic variables"

Determinants of non-performing loans : the case of Eurozone

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

Persistent link: https://www.econbiz.de/10010341357

Canonical correlation analysis : macroeconomic variables versus stock returns

Mazuruse, Peter - In: Journal of financial economic policy 6 (2014) 2, pp. 179-196

Persistent link: https://www.econbiz.de/10010490604

Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US

Bhargava, Alok - In: Journal of econometrics 183 (2014) 2, pp. 241-250

Persistent link: https://www.econbiz.de/10010506049

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

Persistent link: https://www.econbiz.de/10010495817

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

Pradhan, Rudra Prakash; Arvin, B. Mak; Norman, Neville … - In: Telecommunications policy : the international journal … 38 (2014) 7, pp. 634-649

Persistent link: https://www.econbiz.de/10010496508

Macroeconomic forces and stock prices : some empirical evidence from Saudi Arabia

Kalyanaraman, Lakshmi; Al Tuwajri, Basmah - In: International journal of financial research 5 (2014) 1, pp. 81-92

Persistent link: https://www.econbiz.de/10010441793

Evidence of non-Markovian behavior in the process of bank rating migrations

Gómez-Gonzalez, José E.; Kiefer, Nicholas M. - BANCO DE LA REPÚBLICA - 2007

This paper estimates transition matrices for the ratings on nancial insti-tutions, using an unusually informative data set. We show that the processof rating migration exhibits signicant non-Markovian behavior, in the sensethat the transition intensities are a¤ected by macroeconomic and...

Persistent link: https://www.econbiz.de/10005466419

Evidence of non-Markovian behavior in the process of bank rating migrations

González, José E. Gómez; Kiefer, Nicholas M. - BANCO DE LA REPÚBLICA - 2007

This paper estimates transition matrices for the ratings on financial insti-tutions, using an unusually informative data set. We show that the process of rating migration exhibits significant non-Markovian behavior, in the sense that the transition intensities are affected by macroeconomic and...

Persistent link: https://www.econbiz.de/10005466433

Análisis de estabilidad en variables económicas de México

Gómez, Mario; Rodríguez, José Carlos - In: Revista Nicolaita de Estudios Económicos II (2007) 2, pp. 9-30

This paper analyzes the possibility to find a structural change endogenously determined in Mexico’s macroeconomic … variables (government expenditure, consumption, GDP, imports, investment and exports) during the period of 1980 to 2005. In so …

Persistent link: https://www.econbiz.de/10008509672

Integración estacional y cambio estructural en variables económicas de México

Gómez, Mario; Hernández, Plinio - In: Revista Nicolaita de Estudios Económicos II (2007) 1, pp. 29-52

In this work we determine the seasonal integration order of four macroeconomic variables in Mexico, with and without …

Persistent link: https://www.econbiz.de/10008509705