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Inflation targeting in ASEAN-10
Poon, Wai Ching; Lee, Yong Shen - In: The South African journal of economics 82 (2014) 1, pp. 141-157
Persistent link: https://www.econbiz.de/10010501414
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Revisiting the role of inflation in financial development : unveiling non-linear and moderating effects
Ehigiamusoe, Kizito Uyi; Narayanan, Suresh; Poon, Wai Ching - In: Asia-Pacific journal of business administration 14 (2022) 3, pp. 380-401
Persistent link: https://www.econbiz.de/10013288054
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Predictive Power of Output Growth, Inflation and Interest Rate on Stock Return and Volatility : A Comparison
Poon, Wai Ching - 2014
Using monthly data from seven mature and emerging markets and a battery of GARCH and EGARCH models, the study of Davis and Kutan (2003) on inflation and output on stock returns and volatility is extended by including interest rate to compare the effect between three mature markets (US, Japan,...
Persistent link: https://www.econbiz.de/10013048113
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Output Growth, Inflation and Interest Rate on Stock Return and Volatility : The Predictive Power
Poon, Wai-Ching - 2010
Using monthly data from seven mature and emerging markets and GARCH and EGARCH models, the study of Davis and Kutan (Applied Financial Economics, 13, 693-700, 2003) on inflation and output on stock returns and volatility is extended by including interest rate to compare the effect between three...
Persistent link: https://www.econbiz.de/10013143522