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Cross-country differences in return and volatility metrics of world equity indices

Sheraliev, Iskandar; Ślepaczuk, Robert - In: Central European economic journal 10 (2023) 57, pp. 90-115

This research seeks to determine whether the cross-country differences in return and volatility metrics in various country equity indices can be explained by differences in economic development. We base the study on the MSCI IMI net income indices on two samples: a 51-country sample from the...

Persistent link: https://www.econbiz.de/10014444898

Determinants of firm's internals & macroeconomic factors on financial performance of Ethiopian insurers

Meher, Kishor Chandra; Zewudu, Temesgen - In: DLSU business & economics review 29 (2020) 2, pp. 71-80

Persistent link: https://www.econbiz.de/10013465865

Spillovers between output and stock prices : a wavelet approach

McMillan, David G.; Tiwari, Aviral Kumar - In: Studies in economics and finance 33 (2016) 4, pp. 625-637

Persistent link: https://www.econbiz.de/10011722563

The return of financial variables in forecasting GDP growth in the G-7

Kuosmanen, Petri; Vataja, Juuso - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 259-277

Persistent link: https://www.econbiz.de/10011778412

Stock market returns and GDP news

Patatoukas, Panos N. - In: Journal of accounting, auditing & finance : JAAF 36 (2021) 4, pp. 776-801

Persistent link: https://www.econbiz.de/10012661992

Stock Market Returns and GDP News

Patatoukas, Panos N. - 2019

What is the link between stock returns and news about economic growth? Using consensus forecasts from the Philadelphia Fed's Survey of Professional Forecasters, I find that the univariate association between stock returns and GDP growth forecast surprises is indistinguishable from zero. While...

Persistent link: https://www.econbiz.de/10012904757