Similar Search Results

Desarrollo del mercado accionario y crecimiento económico: Alguna evidencia para la Argentina

Lanteri, Luis - 2013

This paper examines the relationship between stock market development and economic growth in case of Argentina … growth. …

Persistent link: https://www.econbiz.de/10010325080

Desarrollo del mercado accionario y crecimiento económico : alguna evidencia para la Argentina

Lanteri, Luis N. - 2013

This paper examines the relationship between stock market development and economic growth in case of Argentina … growth. -- stock market development ; economic growth ; VEC models ; Granger causality ; exogeneity …

Persistent link: https://www.econbiz.de/10009743823

Modelling stock market prices using the open, high and closes prices : evidence from international financial markets

Enow, Samuel Tabot - In: International journal of business and economic sciences … 15 (2022) 3, pp. 52-59

Purpose: Modelling security prices seem to be an ending debate in finance literature due to no clear consensus on behavioral patterns, Knowledge of stock price movement has always been an important source of information that is much needed in asset pricing and trading strategies, The aim of this...

Persistent link: https://www.econbiz.de/10014281279

Energy Consumption and Stock Market Relationship : Evidence from Turkey

Ersoy, Ersan - 2016

growth and energy as a result of the increase in the energy prices and their volatility in recent years have emerged. The aim … stock exchange index in Turkey. Ceteris paribus, economic growth with the increase of energy consumption, the growth of the …

Persistent link: https://www.econbiz.de/10012999182

Can Optimism about Technology Stocks be Good for Welfare? Positive Spillovers vs. Equity Market Losses

Tinn, Katrin - 2009

This paper analyzes the impact of equity market information imperfections on R&D driven growth. The mechanism proposed …

Persistent link: https://www.econbiz.de/10013157124

Finance and economic growth : financing structure and non-linear impact

Benczúr, Péter; Karagiannis, Stylianos; Kvedaras, … - 2017

There is growing evidence that the impact of financial development on economic growth might be non-linear and hump … study shows that the finding of a non-linear, hump-shaped impact of financing on economic growth is robust to controlling …, while credit to households a negative impact on growth, even after allowing for non-linearities. (3) Debt-securities and …

Persistent link: https://www.econbiz.de/10012054612

Multivariate realized stock market volatility

Bauer, Gregory H.; Vorking, Keith - 2007

We present a new matrix-logarithm model of the realized covariance matrix of stock returns. The model uses latent factors which are functions of both lagged volatility and returns. The model has several advantages: it is parsimonious; it does not require imposing parameter restrictions; and, it...

Persistent link: https://www.econbiz.de/10010280008

Identification through heteroscedasticity in a multicountry and multimarket framework: The effects of European Central Banks on European financial markets

Hayo, Bernd; Niehof, Britta - 2011

This paper formally proves that Rigobon and Sack (2004)'s approach of identifying monetary policy shocks through heteroscedasticity can be extended to a multimarket and multicountry framework. Applying our multivariate framework allows deriving consistent estimators of monetary policy effects....

Persistent link: https://www.econbiz.de/10010286345

Central bank communication and correlation between financial markets: Canada and the United States

Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - 2012

We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 and December 2006 in the framework of Diagonal-BEKK models. Our research question is whether monetary policy action and communication by the Bank of Canada and the Federal...

Persistent link: https://www.econbiz.de/10010286380

Analysis of binary trading patterns in Xetra

Maurer, Kai-Oliver; Schäfer, Carsten - 2010

This paper proposes the Shannon entropy as an appropriate one-dimensional measure of behavioural trading patterns in financial markets. The concept is applied to the illustrative example of algorithmic vs. non-algorithmic trading and empirical data from Deutsche Börse's electronic cash equity...

Persistent link: https://www.econbiz.de/10010303726