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This paper addresses the linkages between the monetary policy and the stock market in Pakistan. The estimation …
Persistent link: https://www.econbiz.de/10009644158
interest rate, exchange rate, and GDP and inflation rate on stock prices in Pakistan. The monthly data of eleven years ranges …
Persistent link: https://www.econbiz.de/10011113620
credit demand to bond yields and positive relationship of GDP with credit creation. Further, Deposit mix (higher share of low …
Persistent link: https://www.econbiz.de/10009025257
This paper examines Pakistani Banks stock return and volatility relationship with market, interest rate and foreign exchange rate. The study extensively applies different statistical approaches to model return and volatility relation. First, Ordinary Least Square (OLS) multiple regression model...
Persistent link: https://www.econbiz.de/10011112981
The Fisher effect postulated that real interest rate is constant, and that nominal interest rate and expected inflation … interest rate and inflation rate while rejecting the notion of a full Fisher Effect. The dynamic relationship between nominal … interest rate and inflation rate is also examined from the error-correction models derived, and the analysis is extended to …
Persistent link: https://www.econbiz.de/10005837445
paper find that the macroeconomic variables such as inflation, interest rate, exchange rate of Bangladesh and GDP of the … very responsive to changes in the domestic interest rate. Again, if the GDP of the rest of the five countries increases by …
Persistent link: https://www.econbiz.de/10008776839
concludes positive impact of GDP growth rate, foreign direct investment, and exchange rate on private investment in Pakistan … cointegration approach. The results suggest debt servicing, inflation and private investment to be negatively associated. The study …. The Wald (χ2) Statistics show that GDP, FDI and exchange rate Granger cause private investment. The significance of …
Persistent link: https://www.econbiz.de/10011259941
research will also identify the problems related with GDP to observe the national wealth and how can these issues be controlled …
Persistent link: https://www.econbiz.de/10011111061
This paper discusses the important issue of price level determinacy from a theoretical and empirical perspective. The theoretical section relies basically on a dynamic aggregate demand aggregate supply (AD-AS) model. In the empirical section, we try to assess the relative importance of money...
Persistent link: https://www.econbiz.de/10011110252
This paper presents a brief description of the operation of Brazil's Inflation Targeting regime, and an evaluation of … observed inflation values with the officially announced targets and estimating Taylor and McCallum rules. The regime exhibits … large and persistent deviations of the inflation rate with respect to the targets;the Taylor and McCallum rules indicate a …
Persistent link: https://www.econbiz.de/10011110558