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Dynamic interactions among macroeconomic variables and stock indexes in Taiwan, Hong Kong, and China
Lai, Syouching; Cheng, Teng Yuan; Li, Hung-Chih; Chien, … - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 213-235
Persistent link: https://www.econbiz.de/10010258905
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On the causal links between the stock market and the economy of Hong Kong
Ho, Sin-yu; Iyke, Bernard Njindan - In: Contemporary economics 11 (2017) 3, pp. 343-362
A bulk of literature has identified the major economic drivers of Hong Kong’s rapid and steady economic performance over the last three decades. Of the major economic drivers identified, the performance of the stock market has received less attention. This paper examines the causal links...
Persistent link: https://www.econbiz.de/10011760563
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The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet; Gupta, Rangan; Kim, Won Joong; Kyei, … - In: International review of economics & finance : IREF 59 (2019), pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
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Money, finance, and economic development
Li, Xiaowei - 2003
Persistent link: https://www.econbiz.de/10003623750
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Stock volatility in the periods of booms and stagnations
Kaizoji, Taisei - 2010
of absolute log returns, which is a typical measure of volatility, for each period. We find that (i) the tail of the …
Persistent link: https://www.econbiz.de/10011524072
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Economic Growth, Expected Stock Returns and Volatility : A Case of Indian Stock Market
Kumar, Rakesh - 2016
Stock market volatility is a matter of great interest for researchers and policy makers. The present study examines the … volatility of daily, weekly and monthly stock returns in view of economic growth rate. It investigates the hypothesis that high … examines additional aspect of volatility with regards to expected and unexpected variations in stock returns by applying AR(1 …
Persistent link: https://www.econbiz.de/10013002317
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The Long Memory of Equity Volatility and the Macroeconomy : International Evidence
Dräger, Lena - 2020
This paper examines long memory volatility in international stock markets. We show that long memory volatility is … memory in volatility than emerging and frontier countries and that stock market jumps are negatively correlated with long … memory of volatility. Overall, our results provide some evidence of a link between stock market uncertainty and macroeconomic …
Persistent link: https://www.econbiz.de/10012853413
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Do Macroeconomic Variables Affect Stock Returns in BRICS Markets? An ARDL Approach
Tripathi, Vanita - 2015
exchange rate, interest rate, money supply, and oil prices on volatility in their stock markets. Investor can search for …
Persistent link: https://www.econbiz.de/10013017151
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Does idiosyncratic volatility predict future growth of the Australian economy?
Liu, Bin; Di Iorio, Amalia - In: Studies in economics and finance 33 (2016) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10011718726
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Stock market activities and industrial production growth : evidence from 20 international markets
Chiang, Thomas C.; Chen, Xiaoyu - In: Advances in Pacific Basin business, economics, and finance 5 (2017), pp. 39-75
Persistent link: https://www.econbiz.de/10012520805