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Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....
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-series techniques were used which include Cointegration, Vector Error Correction Model (VECM), Impulse Response Functions (IRF) and … Variance Decompositions (VDC). Cointegration analysis, along with the VECM, suggests that interest rates, crude oil prices and … Prices ; Macroeconomic Factors ; Dhaka Stock Exchange ; Cointegration ; VEC …
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This study examines the relationship between the stock market and selected macroeconomic variables in Nigeria. The all share index was used as a proxy for the stock market while inflation, interest and exchange rates were the macroeconomic variables selected. Employing error correction model, it...
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unemployment (NAIRU) is used. In a first step, the unobservable, exogenous NAIRU is estimated for Germany in a state space setting …The creation of jobs in the low-pay sector is considered to be an approach to reduce unemployment, especially with … evaluate the effects of an increasing low-wage sector on unemployment, the concept of the non-accelerating inflation rate of …
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spectrum of econometric tools (cointegration, VAR model, Granger causality, variance decomposition) and comparison of changes …
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