Search Results - subject:"macroeconomic variables"

Farm‐level and macroeconomic determinants of farm credit risk migration rates

Escalante, Cesar L.; Barry, Peter J.; Park, Timothy A.; … - In: Agricultural Finance Review 64 (2004) 2, pp. 135-149

Logistic regression techniques for panel data are used to identify factors affecting farm credit transition probabilities. Results indicate that most farm‐specific factors do not have adequate explanatory influence on the probability of farm credit risk transition. Class upgrade probabilities...

Persistent link: https://www.econbiz.de/10014667182

Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia

Gunasekarage, Abeyratna; Pisedtasalasai, Anirut; Power, … - In: Journal of Emerging Market Finance 3 (2004) 3, pp. 285-304

This study examines the influence of macroeconomic variables on stock market equity values in Sri Lanka. We use the … macroeconomic variables such as the consumer price index, the money supply and the treasury bill rate have a significant influence … variables. However, the share price index does not have any influence on macroeconomic variables except for the treasury bill …

Persistent link: https://www.econbiz.de/10010772800

Europos šalių akcijų rinkų indeksų ir juos įtakojančių makroekonominių veiksnių analizė

Rutė, Evaldas - 2010

stock market indices and what influence macroeconomic variables have on stock markets indices. In the second part of the …

Persistent link: https://www.econbiz.de/10009478315

EFFECTS OF CAPITAL FLIGHT AND ITS MACROECONOMIC DETERMINANTS ON AGRICULTURAL GROWTH IN NIGERIA (1970-2013)

Usman, Francis Robert; Arene, Chukwuemeka John - In: International Journal of Food and Agricultural … 2, 4

shadowed by the other macroeconomic variables in the system. Also, the stock of gross external debt (EXD) variable showed …

Persistent link: https://www.econbiz.de/10011143624

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

González, José E. Gómez; Kiefer, Nicholas M. - Banco de la Republica de Colombia

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/10005274416

An Alternative Methodology for Estimating Credit Quality Transition Matrices

Gómez, Jose E.; Morales, Paola; Pineda, Fernando; … - Banco de la Republica de Colombia

This study presents an alternative way of estimating credit transition matrices using a hazard function model. The model is useful both for testing the validity of the Markovian assumption, frequently made in credit rating applications, and also for estimating transition matrices conditioning on...

Persistent link: https://www.econbiz.de/10005274363

Does Tourism Predict Macroeconomic Performance in Pacific Island Countries?

Narayan, Paresh Kumar; Sharma, Susan S; Bannigidadmath, … - Deakin University, Faculty of Business and Law, School …

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

Persistent link: https://www.econbiz.de/10010685807