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Stock Market and Tax Revenue Collection in Malaysia : Evidence from Cointegration and Causality Tests
Taha, Roshaiza - 2013
This study empirically examined the relationship between stock market performance and taxation in Malaysia over the period 1980 to 2008. The Gregory Hansen methodology was utilized to examine which tax collected by Malaysia's Government most impacted stock market performance in Malaysia. The...
Persistent link: https://www.econbiz.de/10013087510
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Do markets cointegrate after financial crisis? : evidence from G-20 stock markets
Haque, Mahfuzul; Shamsub, Hannarong - In: International Journal of Financial Studies : open … 3 (2015) 4, pp. 557-586
The results of the single-equation cointegration tests indicate that patterns of cointegration in the two main and four …&P 500 and G-20 stock indices moved towards less cointegration. The decreasing number of cointegrating relationships implies …
Persistent link: https://www.econbiz.de/10011408937
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Long-term relationship of KGHM share prices and the market value of high grade copper
Zbyrowski, Rafał - In: Journal of banking and financial economics 20 (2023), pp. 51-62
cointegration analysis. Based on the estimated models, the thesis of the existence of a long-run relationship between the studied …
Persistent link: https://www.econbiz.de/10014515556
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Cointegration and the Causality between Stock Prices and Exchange Rates of the Korean Economy
Hwang, Jae-Kwang - 2010
are cointegrated by the Engle-Granger two-step cointegration test. The results show that domestic currency devaluation has …
Persistent link: https://www.econbiz.de/10013135786
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The Relation between Stock Prices and Money Supply in Pakistan : An Investigation
Ahmad, Nawaz - 2012
This paper examines the causal relationship between money supply and stock prices. The analysis indicates a long-run relationship between stock prices and money supply. The analysis further indicates unidirectional causality from Money Supply to KSE 100 Index both in the short run and in the...
Persistent link: https://www.econbiz.de/10013106118
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A Study on Empirical Analysis of Price Discovery and Causality between NSE Spot and Future Market in India
Mukthar, Jaheer - 2013
The temporal relation between stock index and Index futures has been and continues to be of interest of regulators, academicians and practitioners alike for a number of reasons such as market efficiency volatility and arbitrage. In perfectly efficient markets profitable arbitrage should not...
Persistent link: https://www.econbiz.de/10013087229
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An Empirical Analysis of Causal Relationship between Stock Prices and Real Sector of the Pakistani Economy
Ahmed, Rizwan - 2015
Unit Root, Cointegration, Error correction model has been applied. Which indicate the presence of long term relation …
Persistent link: https://www.econbiz.de/10013009467
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Is a monetary union feasible for latin america? : evidence from real effective exchange rates and interests rate pass-through levels
McKnight, Stephen; Robles Sánchez, Marco - In: Estudios económicos 29 (2014) 2, pp. 225-262
Persistent link: https://www.econbiz.de/10011521949
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How related are interbank and lending interest rates? : evidence on selected European Union countries
Heryán, Tomáš; Stavárek, Daniel - In: European financial and accounting journal : EFAJ 5 (2010) 3/4, pp. 42-55
January 2004 to March 2010. Using Johansen cointegration and Granger causality tests on monthly data we investigate long …
Persistent link: https://www.econbiz.de/10011459815
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The interaction between American and European IRS interest rates
Verga, Giovanni; Trani, Federica; Vasilcovschi, Nicoleta - In: Scientific Annals of Economics and Business 65 (2018) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10012127664