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 …

-Yamamoto causality test, we find that stock market performance as proxied by the market capitalization ratio and economic performance …

to document such a relationship for individual countries as well as for panel data.Contrary to general belief, we find …

stationarity at level. Johansen cointegration test result indicates that there exist a long term relationship among the select … variables. Correlation between exchange rates and stock rates was found to be negative. Granger causality test highlighted …

In this paper, we use a modified concept of Granger-(non)causality in reconsidering the negative correlation between … causality between stock returns and inflation may be regarded as an asymmetric one, and the indicative role of stock returns may …

In this paper, we use a modified concept of Granger-(non)causality in reconsidering theIn der vorliegenden Arbeit soll …

Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world …

Causality Test, Pedroni's Panel Cointegration Test and Panel Auto Regressive Distributed Lag (ARDL) Model has been used. We find … crisis period it disappears. Long run panel causality results reveals unidirectional causality from stock returns to GDP …. Pedroni's panel cointegration test shows that stock indices are cointegrated with GDP in total period and with GDP, inflation …