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Exploring the Finance-Growth Volatility Nexus : Evidence from Developed, Developing and Transition Countries
Vardar, Gulin - 2016
Utilizing Arellano and Bond (1991) panel-GMM estimator model, this paper investigates dynamic interactions between … financial system, through bank/stock market development, and economic growth volatility in overall/specific country group levels …
Persistent link: https://www.econbiz.de/10012982654
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Effects of fluctuations in oil prices on G7 country stock exchanges
Abubakirova, Aktolkin; Kudabayeva, Lyazzat; Omarova, Aizhan - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 324-328
Persistent link: https://www.econbiz.de/10015046304
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Do Macroeconomic Variables Affect Stock Returns in BRICS Markets? An ARDL Approach
Tripathi, Vanita - 2015
to document such a relationship for individual countries as well as for panel data.Contrary to general belief, we find …
Persistent link: https://www.econbiz.de/10013017151
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International linkages of Indian equity market : evidence from panel co-integration approach
Choudhary, Sangita; Singhal, Shelly - In: The journal of asset management 21 (2020) 4, pp. 333-341
Persistent link: https://www.econbiz.de/10012292803
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Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums
Sum, Vichet - 2012
financial stress and market risk premiums and performs a causality test of these two variables. The analysis of the monthly … changes of the Federal Reserve Bank of St. Louis Financial Stress Index and excess returns on the CRSP value-weighted index … risk premium shock. The Granger causality test results show that financial stress Granger-causes market risk premiums to …
Persistent link: https://www.econbiz.de/10013104119
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TFP news, stock market booms and the business cycle : revisiting the evidence with VEC models
Di Casola, Paola; Sichlimiris, Spyridon - 2020
Beaudry and Portier (2006) provide support for the "news view" of the business cycle, using a vector error correction model. We show that this result hinges on a cointegrating relationship between TFP and stock prices that is not stationary, thus making the estimates not reliable. If we alter...
Persistent link: https://www.econbiz.de/10012181050
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Transmission of shock across international stock markets : an econometric analysis
Talwar, Shalini; Pansare, Jayant - In: Analele Universitătii Dunărea de Jos Galaţi 24 (2018) 1, pp. 110-119
Persistent link: https://www.econbiz.de/10012028269
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The impact of oil price uncertainty on stock returns in Gulf Countries
Ahmad, Shabbir - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 6, pp. 447-452
Persistent link: https://www.econbiz.de/10012427761
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Does the turbulence of the stock market terrify consumers? : evidence from a panel of U.S. States using pooled mean group estimation
Ebadi, Esmaeil - 2021
) estimation of 46 states over the period from 1998 to 2017. The findings confirm that the PMG estimates of the effect of stock … reject the null of no cointegration among the models' variables, which contrasts with the pervasive view concerning the …
Persistent link: https://www.econbiz.de/10012661246
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Linkages between Thai stock and foreign exchange markets under the floating regime
Jiranyakul, Komain - In: Journal of financial economic policy 4 (2012) 4, pp. 305-319
Persistent link: https://www.econbiz.de/10009674900