Narrow search
Showing 1 - 10 of 8,774
Cover Image
The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kurz-Kim, Jeong-Ryeol - 2003
In this paper, we use a modified concept of Granger-(non)causality in reconsidering the negative correlation between stock returns and inflation known in the literature as stock return-inflation puzzle. Based on the quarterly data for Germany including stock returns, inflation rates and growth...
Persistent link: https://www.econbiz.de/10011431989
Cover Image
Causal relationship between stock returns and real economic growth in the pre- and post-crisis period : evidence from China
Guo, Jin - In: Applied economics 47 (2015) 1/3, pp. 12-31
Persistent link: https://www.econbiz.de/10010463954
Cover Image
Stock market growth : an analysis of cointegration and causality
El-Wassal, Kamal A. - In: Economic issues 10 (2005) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10002810768
Cover Image
Macroeconomic variables and long-term stock market performance : a panel ARDL cointegration approach for G7 countries
Humpe, Andreas; McMillan, David G. - In: Cogent economics & finance 8 (2020) 1, pp. 1-7
cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We …
Persistent link: https://www.econbiz.de/10013179569
Cover Image
Bank stock returns and economic growth in Malaysia : an empirical analysis of post-consolidation period
Lee, Kian-tek; Choong, Chee-keong - In: Global review of business and economic research 6 (2010) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10008936024
Cover Image
Monetary policy and dividend growth in Germany : a long-run structural modelling approach
Belke, Ansgar; Polleit, Thorsten - 2005
Persistent link: https://www.econbiz.de/10013439411
Cover Image
Short and long-term interactions between venture capital returns and the macroeconomy : evidence for the United States
Füss, Roland; Schweizer, Denis - In: Review of quantitative finance and accounting 38 (2012) 3, pp. 391-410
Persistent link: https://www.econbiz.de/10009532181
Cover Image
Forecasting Austrian IPOs : an application of linear and neural network error-correction models
Häfke, Christian; Helmenstein, Christian - 1995
In this paper we apply cointegration and Granger-causality analyses to construct linear and neural network error … index ; cointegration analysis …
Persistent link: https://www.econbiz.de/10009696693
Cover Image
An empirical study of the interrelationships, integration and the efficiency of stock and foreign exchange markets in Fiji
Paul, Muthucattu Thomas; Uriam, Timiti - In: Journal of quantitative economics : official journal of … 12 (2014) 1, pp. 154-167
Persistent link: https://www.econbiz.de/10011504410
Cover Image
Dynamic linkages between Asian stock prices and exchange rates : new evidence from causality in quantiles
Yang, Zheng; Tu, Anthony H.; Zeng, Yong - In: Applied economics 46 (2014) 10/12, pp. 1184-1201
Persistent link: https://www.econbiz.de/10010399366