volatility using monthly data for Turkey from 1986 to 2003. The macroeconomic variables used include industrial production, the …

The paper analyses the effect of various international stock market price indices and some relevant macroeconomic … variables on the Thai stock market price index, using a GARCH-M model and monthly data from January 1988 to December 2004. It is …

implications of the links between sukuk yield spreads, stock market conditions and macroeconomic variables; Secondly, we provide a …

This study analyzes dynamic interactions among macroeconomic variables and the stock markets of Taiwan, Hong Kong, and … greater influence on the domestic market than domestic macroeconomic variables do. This implies that policymakers need to … consider not only macroeconomic variables but also the effects of markets on one another when markets are integrated. …

monetary policy decisions of Bank of Mexico several macroeconomic variables are identified in Mexico and the United States and …

In this paper, we examine whether tourism predicts macroeconomic variables in Pacific Island countries (PICs), namely …) panel regression framework, where the null hypothesis is that visitor arrivals do not predict macroeconomic variables, which …

variables in forecasting the yield curve. We have reached numbers of important results: 1—Macroeconomic variables are very … structure VAR model (ATSM VAR) and principal component model (PC) in Turkey. We also investigate the role of macroeconomic …

Motivated by empirical evidence of long range dependence in macroeconomic variables like interest rates we propose a …

This paper investigates the relationship between macroeconomic variables and Bahraini stock market development by using … market development. The results of the paper support the theoretical and empirical literature on macroeconomic variables and … accessible information, lower transaction costs and efficient resource allocation then boost economic growth. Many macroeconomic …