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Macroeconomic Forces and Stock Prices: Evidence from the Bangladesh Stock Market
Khan, Mashrur Mustaque; Yousuf, Ahmed Sadek - Deutsche Zentralbibliothek für … - 2013
-series techniques were used which include Cointegration, Vector Error Correction Model (VECM), Impulse Response Functions (IRF) and … Variance Decompositions (VDC). Cointegration analysis, along with the VECM, suggests that interest rates, crude oil prices and …
Persistent link: https://www.econbiz.de/10010957804
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Macroeconomic Forces and Stock Prices:Evidence from the Bangladesh Stock Market
Khan, Mashrur Mustaque; Yousuf, Ahmed Sadek - Volkswirtschaftliche Fakultät, … - 2013
-series techniques were used which include Cointegration, Vector Error Correction Model (VECM), Impulse Response Functions (IRF) and … Variance Decompositions (VDC). Cointegration analysis, along with the VECM, suggests that interest rates, crude oil prices and …
Persistent link: https://www.econbiz.de/10011113057
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Macroeconomic forces and stock prices : evidence from the Bangladesh stock market
Khan, Mashrur Mustaque; Yousuf, Ahmed Sadek - 2013
Prices ; Macroeconomic Factors ; Dhaka Stock Exchange ; Cointegration ; VEC …-series techniques were used which include Cointegration, Vector Error Correction Model (VECM), Impulse Response Functions (IRF) and … Variance Decompositions (VDC). Cointegration analysis, along with the VECM, suggests that interest rates, crude oil prices and …
Persistent link: https://www.econbiz.de/10009737188
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Is there any evidence of a Greenspan put?
Hall, Pamela - Schweizerische Nationalbank (SNB) - 2011
Central banks have won in credibility as from the mid-eighties by keeping inflation under control. However, confidence in low inflation might have encouraged agents to excessive risk-taking, leading asset prices to rise. Moreover, the belief in a Federal Reserve guarantee against a sharp market...
Persistent link: https://www.econbiz.de/10009023978
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WHAT MOVES BOND YIELDS IN CHINA?
Fan, Longzhen; Johansson, Anders C. - Stockholm China Economic Research Institute, … - 2009
This paper analyzes the joint dynamic processes of macroeconomic and monetary variables and bond yields in China. We show that macroeconomic variables as well as monetary policy variables have a significant impact on two factors that capture the variation in yields. An increase in the inflation...
Persistent link: https://www.econbiz.de/10005004399
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ECB Spillovers and Domestic Monetary Policy Effectiveness in Small Open Economies
ter Ellen, Saskia; Jansen, Edvard; Midthjell, Nina Larsson - 2018
In this paper we study financial spillovers from the European Central Bank's (ECB) monetary policy and communication, and whether they have consequences for the effectiveness of domestic monetary policy of small open economies. Recent work suggests that the "trilemma" in international economics...
Persistent link: https://www.econbiz.de/10012143934
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Linkages between Real & Financial Sector : Empirical Evidence from India Using ARDL Approach
Tripathi, Vanita - 2015
(ARDL) model, LM serial correlation test, CUSUM test and Johansen Cointegration test to capture the nature of relation … Credit). ARDL and Johansen Cointegration Test results reveal that GDP is significantly explained by its own past values (both …
Persistent link: https://www.econbiz.de/10013017153
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Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan
Humpe, Andreas; Macmillan, Peter - Centre for Dynamic Macroeconomic Analysis, University … - 2007
influence stock prices in the US and Japan. A cointegration analysis is applied in order to model the long term relationship …
Persistent link: https://www.econbiz.de/10005696955
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Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan.
Humpe, Andreas; Macmillan, Peter D. - Centre for Research into Industry, Enterprise, Finance … - 2005
influence stock prices in the US and Japan. A cointegration analysis is applied in order to model the long term relationship …
Persistent link: https://www.econbiz.de/10005673155
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Consumption-Wealth Ratio and Housing Prices.
Dubecq, S.; Ghattassi, I. - Banque de France - 2009
.S post-war data, we provide empirical evidence in favor of the existence of a cointegration relationship with a structural …
Persistent link: https://www.econbiz.de/10008503200