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is related to dividend growth. A single dominant realised returns factor is also noted. A forecasting exercise comparing …
Persistent link: https://www.econbiz.de/10011487829
market. Therefore, the current research focuses in the stock forecasting area is to improve the accuracy of stock trading … stock market forecasting. …
Persistent link: https://www.econbiz.de/10010482340
We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an … input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results … unemployment rate series. We tested the forecasting ability of best univariate and best bivariate models over 60- and 120-period …
Persistent link: https://www.econbiz.de/10012214684
, infrastructure development and conducive business environments need to be developed. For that, accurate forecasting of international … purpose of this study is to develop accurate forecasting models for total international arrivals in Sri Lanka and its top 10 … forecasting is necessary for tourism strategies and planning, and (c) the SARIMA method provides accurate forecasts in the …
Persistent link: https://www.econbiz.de/10014233079
This study focuses on the crucial task of forecasting tax revenue for India, specifically the Goods and Services Tax … non-compliance, posing challenges for accurate forecasting. Traditional time-series forecasting methods like ARIMA …, assuming linearity, often yield inaccurate results. To address this, we explore alternative forecasting models, including …
Persistent link: https://www.econbiz.de/10014500976
Under the influence of the western world, the solar New Year celebration seems to have fascinated everyone in Taiwan with the lunar New Year festivity showing much less vigor. This paper examines the impact of the solar and lunar New Years on the stock market of Taiwan, showing that the lunar...
Persistent link: https://www.econbiz.de/10011487735
This study empirically examines the independent effects of stock market and banking sector development on economic growth in Nigeria over the period 1981-2014 using the autoregressive distributed lag (ARDL) approach to co-integration analysis. Controlling for the possible effects of crude oil...
Persistent link: https://www.econbiz.de/10011450677
This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019, in particular in the situation of oil price steadily...
Persistent link: https://www.econbiz.de/10013179488
We employ the Markov Regime-Switching GARCH (MRS- GARCH) family models under the normal, Student's t-, and GED distributions to measure the uncertainty of the industry index returns (IIR) of Tehran Stock Exchange over the period of 2013-2019. The models distinguish between two different regimes...
Persistent link: https://www.econbiz.de/10013179535
Based on the present value model for stock prices, we utilise a pooled mean group estimator for panel ARDL cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We find a positive long-run relation between stock prices,...
Persistent link: https://www.econbiz.de/10013179569