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Testing output gap and economic uncertainty as an explicator of stock market returns

Ahmad, Wasim; Sharma, Sumit Kumar - In: Research in international business and finance 45 (2018), pp. 293-306

Persistent link: https://www.econbiz.de/10011983273

Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries

Hong, Yun; Zhang, Rushan; Zhang, Feipeng - In: International review of financial analysis 91 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014446987

Stock Market Development and Economic Growth : A Comparative Evidence from Two Emerging Economies in Africa – Nigeria and South Africa

Osakwe, Charity Ifunanya - 2017

growth by comparing two leading emerging economies in Africa: Nigeria and South Africa from 1981 to 2015. Growth rate of … and economic growth in Nigeria but not for South Africa. In both short and long run, there was a positive but … insignificant relationship between stock market development and economic growth in Nigeria and South Africa. The granger causality …

Persistent link: https://www.econbiz.de/10012941650

Stock market development and agricultural growth of emerging economies in Africa

Ngong, Chi Aloysius; Thaddeus, Kesuh Jude; Asah, Lionel … - In: Journal of capital markets studies 6 (2022) 2, pp. 185-202

Purpose This research investigates the bond between stock market development and agricultural growth in African emerging economies from 1990 to 2020. Design/methodology/approach Agricultural value added to the gross domestic product measures agricultural growth and market capitalization and...

Persistent link: https://www.econbiz.de/10013413447

The French paradox : a financial crisis during the golden age of the 1960s

Blancheton, Bertrand; Bonin, Hubert; Le Bris, David - In: Business history 56 (2014) 3, pp. 391-413

Persistent link: https://www.econbiz.de/10010359004

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

Based on the present value model for stock prices, we utilise a pooled mean group estimator for panel ARDL cointegration to estimate the long-run relationship between G7 stock prices and macroeconomic variables over the last 40 years. We find a positive long-run relation between stock prices,...

Persistent link: https://www.econbiz.de/10013179569