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Estimating market index valuation from macroeconomic trends
Afify, Andrea; Roman, Hector Eduardo - In: Quantitative finance and economics 5 (2021) 2, pp. 287-310
Persistent link: https://www.econbiz.de/10012591941
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Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo; Ghysels, Eric; Meng, Jinghan; … - In: The review of financial studies 29 (2016) 8, pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
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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
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The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
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/10001746405
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Hoarding of international reserves : Mrs Machlup's wardrobe and the joneses
Cheung, Yin-Wong (contributor); Qian, Xing Wang (contributor) - 2007
Persistent link: https://www.econbiz.de/10003499724
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Dynamic interactions among macroeconomic variables and stock indexes in Taiwan, Hong Kong, and China
Lai, Syouching; Cheng, Teng Yuan; Li, Hung-Chih; Chien, … - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 213-235
Persistent link: https://www.econbiz.de/10010258905
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A dynamic factor model of economic activity in Hong Kong
Gerlach, Stefan; Yiu, Matthew S. - In: Pacific economic review 10 (2005) 2, pp. 279-292
Persistent link: https://www.econbiz.de/10003021591
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Using zero-non-zero patterned vector autoregressive modelling to test for causality etween money supply, GDP growth, the London stock market index and the euro exchange rate
Lin, Edward J. Y.; Penm, Jammie H.; Terrell, R. D.; Wu, … - In: Research in finance 20 (2003), pp. 99-117
Persistent link: https://www.econbiz.de/10001902283
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Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach
Hashmi, Shabir; Chang, Bisharat Hussain - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 1006-1024
Persistent link: https://www.econbiz.de/10014253339
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The risky capital of emerging markets
David, Joel M.; Henriksen, Espen; Simonovska, Ina - 2014
Persistent link: https://www.econbiz.de/10010468823