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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
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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
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Stock prices and economic activity nexus in OECD countries : new evidence from an asymmetric panel Granger causality test in the frequency domain
Yilanci, Veli; Ozgur, Onder; Gorus, Muhammed Sehid - In: Financial innovation : FIN 7 (2021), pp. 1-22
This study investigates the stock price-economic activity nexus in 12 member countries of the Organization for Economic Cooperation and Development (OECD) by employing monthly data over the period 1981:1-2018:3. For this purpose, the study uses Granger causality in the frequency domain in the...
Persistent link: https://www.econbiz.de/10012429266
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Dynamic Relationship between Stock Prices and Exchange Rates : Evidence from Chinese Stock Markets
Lee, Jung Wan - 2017
Statistics of the People's Republic of China. Unit root, cointegration tests, vector error correction estimates, block exogeneity …
Persistent link: https://www.econbiz.de/10012970640
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Cointegration and Causal Relationship between Exchange Rates and Stock Returns : A Study on Indian Context
Batchu, Satish - 2015
stationarity at level. Johansen cointegration test result indicates that there exist a long term relationship among the select …
Persistent link: https://www.econbiz.de/10013010435
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An Empirical Analysis of Stock Market Performance and Economic Growth : Evidence from India
Paramati, Sudharshan Reddy - 2017
empirical analysis. We undertake; Unit root (ADF, PP and KPSS) tests, Granger Causality test, Engle-Granger Cointegration test …-Granger residual based cointegration test suggests that there is a long-run relationship between the stock market performance and …
Persistent link: https://www.econbiz.de/10012973920
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Forex and financial markets dynamics : a case of China and ASEAN
Akram, Mohammad Uzair; Malik, Kashif Zaheer; Imtiaz, Ali; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-15
The paper aims to investigate the possible dual causality between exchange rates and stock indices of China and ASEAN using Structural Vector Auto-Regressive Model (SVAR). The paper has analysed the dynamic relationships between the Yuan and the Shanghai Composite Index and Shenzhen Stock Index...
Persistent link: https://www.econbiz.de/10012024028
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Time-varying Granger causality between the stock market and unemployment in the United States
Fromentin, Vincent - In: Applied economics letters 30 (2023) 3, pp. 371-378
Persistent link: https://www.econbiz.de/10013553475
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On the Causal Links between the Stock Market and the Economy of Hong Kong
Ho, Sin‐Yu - 2018
A bulk of literature has identified the major economic drivers of Hong Kong's rapid and steady economic performance over the last three decades. Of the major economic drivers identified, the performance of the stock market has received less attention. This paper examines the causal links between...
Persistent link: https://www.econbiz.de/10012916718
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On the causal links between the stock market and the economy of Hong Kong
Ho, Sin-yu; Iyke, Bernard Njindan - In: Contemporary economics 11 (2017) 3, pp. 343-362
A bulk of literature has identified the major economic drivers of Hong Kong’s rapid and steady economic performance over the last three decades. Of the major economic drivers identified, the performance of the stock market has received less attention. This paper examines the causal links...
Persistent link: https://www.econbiz.de/10011760563