Narrow search
Showing 1 - 10 of 8,739
Cover Image
Stock Market Response to Economic Growth and Interest Rate Volatility : Evidence from Nigeria
Babajide, Abiola - 2016
This study examined the relationship between macroeconomic variable volatility and stock market return within the … domestic product (RGDP), we therefore recommends that policy makers on the one hand should consider volatility in both the … practitioners are expected to make provisions for volatility in interest rate and the RGDP when making portfolio decisions …
Persistent link: https://www.econbiz.de/10012997048
Cover Image
Are Wealthy Economies Expected to Have Better Accounting Quality? Hypothesis Development
Pirveli, Erekle - 2018
The purpose of this paper is to develop a pertinent hypothesis whether wealthy economies are likely to have better accounting quality compared to their poor counterparts. Prior literature has suggested that wealthy economies are expected to invest more in the establishment and development of the...
Persistent link: https://www.econbiz.de/10012912061
Cover Image
On the exchange rate and economic policy uncertainty nexus: a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …
Persistent link: https://www.econbiz.de/10012239005
Cover Image
On the exchange rate and economic policy uncertainty nexus : a panel VAR approach for emerging markets
Abid, Abir; Rault, Christophe - 2020
We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …
Persistent link: https://www.econbiz.de/10012195928
Cover Image
Complementarity between foreign aid and financial development as a driver of economic growth in selected emerging markets
Tsaurai, Kunofiwa - In: Comparative economic research : Central and Eastern Europe 21 (2018) 4, pp. 45-61
This paper studied whether the complementarity between financial development and foreign aid promotes economic growth in selected emerging markets using the panel Fully Modified Ordinary Least Squares (FMOLS) approach, with data ranging from 1994 to 2014. Although (1) aid-growth and (2)...
Persistent link: https://www.econbiz.de/10011960117
Cover Image
Good policies or good fortune : what drives the compression in emerging market spreads?
Maier, Philipp (contributor); Vasishtha, Garima (contributor) - 2008
Since 2002, spreads on emerging market sovereign debt have fallen to historical lows. Given the close links between sovereign spreads, capital flows to emerging markets, and economic growth, understanding the factors driving these spreads is very important. We address this issue in two stages....
Persistent link: https://www.econbiz.de/10003749240
Cover Image
Liquidity synchronization, its determinants and outcomes under economic growth volatility : evidence from emerging Asian economies
Zaidi, Syeda Hina; Rupeika-Apoga, Ramona - In: Risks : open access journal 9 (2021) 2/43, pp. 1-20
synchronization during economic growth volatility. As a non-diversifiable risk factor, liquidity co-movement shock spreads market … synchronicity are higher in a period of economic growth volatility. …
Persistent link: https://www.econbiz.de/10012483222
Cover Image
Predictability of Growth in Emerging Markets : Information in Financial Aggregates
Banegas, Ayelen - 2011
suggests that stock returns, portfolio investment flows, the term spread and default spreads help predict output growth in … performance of aggregates such as global commodity markets, a cross-sectional firm size factor, and returns on the market …
Persistent link: https://www.econbiz.de/10013117954
Cover Image
Predictability of Growth in Emerging Markets : Information in Financial Aggregates
Banegas, Ayelen - 2016
large set of financial aggregates. Results show that stock returns, the term spread, default spreads and portfolio … as the performance of commodity markets, a cross-sectional firm size factor, and returns on the market portfolio contain …
Persistent link: https://www.econbiz.de/10013210427
Cover Image
Oil Price-Exchange Rate Nexus in Nigeria : Further Evidence from an Oil Exporting Economy
Adeniyi, Oluwatosin Ademola - 2012
, 2009 to September 28, 2010. Two volatility models – the generalised autoregressive conditional heteroscedasticity (GARCH … exchange rate volatility …
Persistent link: https://www.econbiz.de/10013099897