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The relationship between elastic money growth and prices in countries with the largest money stock : an econometric review
Durani, Farah - In: International journal of economics and financial issues … 7 (2017) 4, pp. 262-269
Persistent link: https://www.econbiz.de/10011824259
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Long-run and short-run causality between stock price indices and macroeconomic variables : evidence of panel VECM analysis from Bosnia and Herzegovina, Croatia, North Macedonia and...
Mojanoski, Goran - In: Economic review : journal of economics & business 20 (2022) 2, pp. 3-14
interpretation and includes the application of the following econometric tools: Panel unit root test, Fisher -Johansen cointegration …
Persistent link: https://www.econbiz.de/10014466553
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Selected macroeconomic variables and stock market movements : empirical evidence from Thailand
Forson, Joseph Ato; Janrattanagul, Jakkaphong - In: Contemporary economics 8 (2014) 2, pp. 157-174
This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are...
Persistent link: https://www.econbiz.de/10010406272
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The linkage between oil price, stock market indices, and exchange rate before, during, and after COVID-19 : empirical insights of Pakistan
Tabash, Mosab I.; Babar, Zaheeruddin; Sheikh, Umaid A.; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-22
This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4...
Persistent link: https://www.econbiz.de/10014500264
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Currency-adjusted stock index causality and cointegration : evidence from intraday data
Jalbert, Terrance - In: The international journal of business and finance … 9 (2015) 5, pp. 83-91
Persistent link: https://www.econbiz.de/10011383380
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Impact of crypto currencies on performance of stock returns : evidence from BRICS countries
Sakthivel P.; Rajaswaminathan S. - In: Theoretical and applied economics : GAER review 31 (2024) 2/639, pp. 243-254
Persistent link: https://www.econbiz.de/10015054131
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The impact of the United Arab Emirates' macroeconomic variables on Emirati stock market indexes
Dempere, Juan M. - In: International journal of business performance management 20 (2019) 4, pp. 330-355
Persistent link: https://www.econbiz.de/10012208941
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The lead-lag relationship between futures and options market : a study on the financial services sector of NSE Nifty
Jain, Vaishali; Jain, Dhiraj - In: International journal of public sector performance … 5 (2019) 3/4, pp. 461-480
Persistent link: https://www.econbiz.de/10012138782
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The global financial crisis and variability in the stock price index in India : a vector error correction model approach
Srivastava, Jagriti; Yadav, Sandeep - In: International journal of Indian culture and business … 29 (2023) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10014318356
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A Note on Cointegration of International Stock Market Indices
Dimpfl, Thomas - 2016
Cointegration has frequently been used in the financial econometrics literature to assess the degree of interdependence … whether these indices are cointegrated. We show that while heteroscedasticity alone is able to mislead cointegration tests, it … features. We conclude that cointegration is not a suitable method to analyze stock market interdependence …
Persistent link: https://www.econbiz.de/10013008752