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Impact of Khartoum Stock Exchange market performance on economic growth : an autoregressive distributed lag ARDL bounds testing model

Elhassan, Tomader; Braima, Bakhita - In: Economies : open access journal 8 (2020) 4/86, pp. 1-16

This study examines the impact of the Khartoum Stock Exchange market performance on economic growth in Sudan from Q1 1995 to Q4 2018. The data were collected from the Central Bank of Sudan (CBS) and Khartoum Stock Exchange (KSE). The autoregressive distributed lag (ARDL) bounds test was applied...

Persistent link: https://www.econbiz.de/10012311623

Stock markets, banks and long run economics growth : a panel cointegration-based analysis

Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013

and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …

Persistent link: https://www.econbiz.de/10010223077

Do financial structures affect exchange rate and stock price interaction? : evidence from emerging markets

Tang, Xiaobo; Yao, Xingyuan - In: Emerging markets review 34 (2018), pp. 64-76

Persistent link: https://www.econbiz.de/10012114668

Stock market reaction to selected macroeconomic variables in the Nigerian economy

Abraham, Terfa Williams - In: CBN journal of applied statistics 2 (2011) 1, pp. 61-70

This study examines the relationship between the stock market and selected macroeconomic variables in Nigeria. The all share index was used as a proxy for the stock market while inflation, interest and exchange rates were the macroeconomic variables selected. Employing error correction model, it...

Persistent link: https://www.econbiz.de/10011477577

Macroeconomic forces and stock prices : evidence from the Bangladesh stock market

Khan, Mashrur Mustaque; Yousuf, Ahmed Sadek - 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 … Prices ; Macroeconomic Factors ; Dhaka Stock Exchange ; Cointegration ; VEC …

Persistent link: https://www.econbiz.de/10009737188

Analysing the macroeconomic drivers of stock market development in the Philippines

Ho, Sin-yu; Odhiambo, Nicholas M. - In: Cogent economics & finance 6 (2018) 1, pp. 1-18

This paper analyses the macroeconomic drivers of stock market development in the Philippines during the period 2001Q4–2016Q4. In particular, the paper examines the impact of banking sector development, inflation rate, exchange rate, economic growth, trade openness and stock market liquidity on...

Persistent link: https://www.econbiz.de/10011904250

Long Run Relationship between Aggregate Stock Prices and Macroeconomic Factors in BRICS Stock Markets

Tripathi, Vanita - 2016

:Q4). Long Run Granger Causality Test, Johansen's Cointegration Test (both Bivariate & Multivariate) and Vector Error … for all the macroeconomic variables. Johansen's Cointegration results suggest presence of long run equilibrium … difference in cointegration results in pre and post crisis periods except for Inflation and Interest rate, implying that global …

Persistent link: https://www.econbiz.de/10012995658

Aggregate Consumption Spending, the Stock Market, and Asymmetric Error Correction

Stevans, Lonnie K. - 2011

In this study, we show how changes in wealth resulting from unanticipated changes in the value of equity holdings begin a process whereby households alter consumption growth in order to close the gap between actual and target spending. Because of changing uncertainty or equity price volatility...

Persistent link: https://www.econbiz.de/10014059425

ICT adoption and stock market development in Africa : an application of the panel ARDL bounds testing procedure

Igwilo, Jerry Ikechukwu; Sibindi, Athenia Bongani - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-15

cointegration and examine the causal relationship between ICT adoption and stock market development. The dependent variable employed …

Persistent link: https://www.econbiz.de/10012799415

Selected macroeconomic variables and stock market movements : empirical evidence from Thailand

Forson, Joseph Ato; Janrattanagul, Jakkaphong - In: Contemporary economics 8 (2014) 2, pp. 157-174

This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are...

Persistent link: https://www.econbiz.de/10010406272

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