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A Theory of Aggregate Demand Fluctuations and Asset Bubbles

Krishnan, Rohit - 2010

We look at the financial markets as represented by a network of agents similar to bond percolation models in physics or epidemiology models. We aim to figure out how an agent based network model can cause perturbations that can cause failures of the traditional economic theory, specifically the...

Persistent link: https://www.econbiz.de/10013143285

Investing in European Stock Markets for High-Technology Firms

Pierdzioch, Christian; Schertler, Andrea - 2005

We used a recursive modeling approach to study whether investors could, in real time, have used information on the comovement of stock markets to forecast stock returns in European stock markets for high-technology firms. We used weekly data on returns in the Neuer Markt, the Nouveau Marché,...

Persistent link: https://www.econbiz.de/10010260542

Macroeconomic Determinants of Stock Price Variations : An Economic Analysis of KSE-100 Index

Hussain, Altaf - 2016

negative impact on KSE-100 index, while money supply has found to be a significant and positive determinant of stock prices. On … the other hand gross domestic product have a positive but insignificant impact on stock prices in Pakistan …

Persistent link: https://www.econbiz.de/10013001678

Asset Price Bubbles with Specific Focus on Stock Prices in Pakistan

Ahmad, Nawaz - 2015

nonlinear trend with stock prices. Moreover, the graph also shows an unequal spread with the stock prices, which indicate … Heteroskedasticity. Then, descriptive statistics test shows high Standard Deviations for stock prices compared with CPI and M2I, which … indicate a higher volatility in stock prices. Finally, the hypothesis test for equality of variance concluded the presence of …

Persistent link: https://www.econbiz.de/10013019293

J M Keynes on the Enemies of Capitalism : The Internal, Endogenous Threat to the Macro Economy from Wall Street Stock Market Speculators and Rentiers

Brady, Michael Emmett - 2018

Persistent link: https://www.econbiz.de/10012919000

Is Someone Front-Running You Around News Releases?

Aldridge, Irene - 2016

This study presents evidence that much of the trading on macro-economic news occurs prior to the scheduled news announcement times. Examining the trading patterns ahead of the ISM Manufacturing Index and Construction Spending announcement, we find that the trading on the not-yet-publicly...

Persistent link: https://www.econbiz.de/10012999726

Causal Influence of Macroeconomics Factors Shock on Indian Stock Market : Evidence from BSE Index

S, Baranidharan - 2022

This research paper has analyzed the spillover of BSE stock returns by the regime ofmacroeconomic variables. The study selected sample macroeconomic indicators such as FII, IFT,M3, Production Index and WPI from the period of 1-01-2010 to 31.12.2019 from the RBI websiteand www.bseindia.com. The...

Persistent link: https://www.econbiz.de/10014238335

Market risk factors and stock returns in the Nigerian bourse

Ogiemudia, Omorose A.; Osifo, Osagie; Eghosa, Igbinovia L. - In: CBN journal of applied statistics 13 (2022) 2, pp. 79-115

This study examines the link between market risk and equity return in Nigeria between 1980 to 2019. It employs the vector error correction model (VECM) to determine the short run dynamics and long run effect of market risk factors on stock return. The findings revealed that a dynamic...

Persistent link: https://www.econbiz.de/10014364194

Monetary policy through production networks: Evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017

Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by …

Persistent link: https://www.econbiz.de/10012059589

New instruments for banking regulation and monetary policy after the crisis

Detzer, Daniel - 2012

price inflation. A theoretical framework of asset pricing based on the ideas of Keynes and Minsky is developed, within which … suitable for the task of tackling asset price bubbles. -- Monetary Policy ; Banking Regulation ; Asset Prices ; Bubbles … ; Minsky ; Financial Instability Hypothesis ; Asset Based Reserve Requirements ; Capital Requirements ; Macroprudential …

Persistent link: https://www.econbiz.de/10009550219

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