, macroeconomic variables, and non-performing loans within the specific context of an emerging economy, Pakistan. …

of the FFM that include macroeconomic variables such as country risk, economic activity, inflation rate, and exchange … statistically significant in most cases, but relevant macroeconomic variables such as the interest rate, exchange rate and country … risk stand out for being weakly relevant in most of the portfolios. However, it is noticed that some of these macroeconomic …

also tries to shed light on the power of asset pricing models and select macroeconomic variables in explaining momentum … asset pricing model and Fama-French three-factor model in terms of capturing momentum returns. Finally, macroeconomic … variables which are considered for analysis do not have any power to explain momentum returns. …

This study analyzes the relationship between macroeconomic variables that influence inflation. Through our research, we … future debates and examination on macroeconomic variables that potentially affect inflation. …

The purpose of this paper is to examine the impact of macroeconomic variables and firm-specific factors on corporate …

KOSPI and twelve financial and macroeconomic variables spanning from October 2000 to December 2020 and evaluates the … information from various financial and macroeconomic variables relevant for return prediction and the diffusion indexes can …

the predictability of the link between a budget deficit and macroeconomic variables. The results are relevant to policy … deficit and macroeconomic variables in Kenya. …Aim/purpose - The aim of this paper was to establish the nexus between a budget deficit and selected macroeconomic …

produced by three macroeconomic variables have been identified. …