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The impact of macroeconomic factors on the US Stock Exchange

Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014290717

Long run and short run linkages between stock indices in Bombay stock exchange : a structural cointegration approach

Suresh K. G.; Tiwari, Aviral Kumar - In: Journal of quantitative economics : official journal of … 10 (2012) 1, pp. 177-181

Persistent link: https://www.econbiz.de/10010338423

Fractional integration in daily stock market indices at Jordan's Amman stock exchange

Al-Shboul, Mohammad; Anwar, Sajid - In: The North American journal of economics and finance : a … 37 (2016), pp. 16-37

Persistent link: https://www.econbiz.de/10011672875

Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: International review of economics & finance : IREF 80 (2022), pp. 384-401

Persistent link: https://www.econbiz.de/10013342033

Vector Autoregressive (VAR) Model of Dynamic Linkage between Stock Indices and Rupiah's Exchange Rate : Application to Composite and Sectoral Indices on Jakarta Stock Exchange in 1...

2011

This study examines dynamic linkage between stock indices (e.g. composite and sectoral indices on the Jakarta Stock Exchange) and Rupiah's exchange rate at three different time periods. Granger causality testing technique is used, based on VAR model id data have no integration relationship and...

Persistent link: https://www.econbiz.de/10013131958