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Money, stock prices and central banks : cross-country comparisons of cointegrated VAR models
Belke, Ansgar; Wiedmann, Marcel - 2013
, Thailand and Brazil - in the Cointegrated Vector-Autoregressive (CVAR) framework. The main purpose is to assess empirifcally if …
Persistent link: https://www.econbiz.de/10010255144
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Monetary policy, stock prices and central banks cross-country comparisons of cointegrated VAR models
Belke, Ansgar; Wiedmann, Marcel - 2013
, Thailand and Brazil – in the Cointegrated Vector-Autoregressive (CVAR) framework. The main purpose is to assess empirically if …, Australien, Südkorea, Thailand und Brasilien. Wir verwenden dafür den Rahmen der "Cointegrated Vector Autoregression (CVAR …
Persistent link: https://www.econbiz.de/10009779040
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Monetary policy and stock prices : cross-country evidence from cointegrated VAR models
Belke, Ansgar; Beckmann, Joscha - In: Journal of banking & finance 54 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011377829
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Examining the impact of coronavirus on stock markets : investigating the cointegration and transmission of shocks between China and the world's largest stock markets
Ul Haq, Naveed; Shirwani, Abid H. K. - In: International journal of business and emerging markets … 13 (2021) 2, pp. 206-232
Persistent link: https://www.econbiz.de/10012505548
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Transmission of shock across international stock markets : an econometric analysis
Talwar, Shalini; Pansare, Jayant - In: Analele Universitătii Dunărea de Jos Galaţi 24 (2018) 1, pp. 110-119
Persistent link: https://www.econbiz.de/10012028269
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A Bayesian estimation of the relationship among economic fundamentals and stock market performance in Nigeria
Atanda, Mustapha Saidi; Akeem Ade, Nureni-Balogun; … - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10010353717
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Co-movements of the Indian stock market with select developed markets
Sudhakar, Aare; Sireesha, P. Bhansu - In: GITAM journal of management : a quarterly publication … 12 (2014) 4, pp. 137-156
Persistent link: https://www.econbiz.de/10011292576
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The associations between stock prices, inflation rates, interest rates are still persistent : empirical evidence from stock duration model
Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of economics, finance & administrative science 25 (2020) 49, pp. 149-161
/methodology/approach - The authors use standard statistical tools that include Johansen cointegration test, linearity, normality tests …, cointegration regression, Granger causality and vector error correction model. Findings - The results of panel Johansen … cointegration analysis show that cointegration exists between the stock prices, the changes in stock prices due to inflation rates …
Persistent link: https://www.econbiz.de/10012260161
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Dynamic relationships between GDP and inflation with stock prices : an analytical contemplation in the Indian context
Mohanty, Anil Kumar; Roy, Anup Kumar; Gupta, Mukesh Babu - In: Mudra : journal of finance and accounting 11 (2024) 1, pp. 127-145
Persistent link: https://www.econbiz.de/10015063492
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.; Gupta, Rangan; Modise, Mampho P. - In: Journal of emerging market finance 14 (2015) 2, pp. 176-196
Persistent link: https://www.econbiz.de/10011378505