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A study of the impact between the macroeconomic variables and the Brazilian stock exchange index through the vector autoregression and the vector error correction

Arruda Filho, Rubens Paes; Lima, Fabiano Guasti; … - In: Journal of international business and economics : JIBE 13 (2013) 2, pp. 109-116

Persistent link: https://www.econbiz.de/10009789548

Revisiting the arbitrage pricing theory (APT) in the Nigerian stock market : a structural var approach

Jamani, Ndubuisi; Modugu, Kennedy Prince - In: Business analyst : a refereed journal of Shri Ram … 35 (2014/15) 2, pp. 143-159

Persistent link: https://www.econbiz.de/10011342816

Macroeconomic variables and the Kenyan equity market : a time series analysis

Mutuku, Cyrus; Ng’eny, Kirwa Lelei - In: Business and Economic Research : BER 5 (2015) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10011344513

Long-run relationship between macroeconomic variables and stock market : evidence from India

Tripathy, Nalini Prava - In: International journal of accounting and finance 3 (2011/12) 4, pp. 291-307

Persistent link: https://www.econbiz.de/10009697104

Forecasting macroeconomy based on the term structure of credit spreads : evidence from China

Zhou, Rongxi; Wang, Xianliang; Tong, Guanqun - In: Applied economics letters 20 (2013) 13/15, pp. 1363-1367

Persistent link: https://www.econbiz.de/10010203468

Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators

Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256

Persistent link: https://www.econbiz.de/10011549916

The effect of macroeconomic variables on the capital structure decisions of Indian firms@a vector error correction model/vector autoregressive approach

Khanna, Sakshi; Srivastava, Amit; Medury, Yajulu - In: International journal of economics and financial issues … 5 (2015) 4, pp. 968-978

Persistent link: https://www.econbiz.de/10011455345

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

The determinants of rental rates and selling prices of office spaces in Jakarta : a macroeconometric model using VECM approach

Simon, Zainal Zawir; Achsani, Noer Azam; Manurung, Adler H. - In: International journal of economics and finance 7 (2015) 3, pp. 165-178

Persistent link: https://www.econbiz.de/10010508420

Macroeconomic link to Indian capital market : a post-liberalization evidence

Ray, Hirak; Sarkar, Joy - In: Modern economy 5 (2014) 4, pp. 272-288

Persistent link: https://www.econbiz.de/10010412793