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Analysing the relationship between CO2 emissions and GDP in China : a fractional integration and cointegration approach

Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - In: Journal of innovation and entrepreneurship : JIE 10 (2021), pp. 1-16

processes, and provide information about the persistence and long-memory properties of the series and thus on whether or not the …

Persistent link: https://www.econbiz.de/10012617211

Bayesian estimation of the long-run trend of the US economy

Kim, Jaeho; Chon, Sora - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 461-485

Persistent link: https://www.econbiz.de/10012819475

Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns : Evidence and Theory. Online Appendix

Colacito, Ric - 2015

This paper provides robustness checks and analytical derivations to supplement the material presented in the paper Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory.The paper to which these Appendices apply is available at the following URL:...

Persistent link: https://www.econbiz.de/10013025168

Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns : Evidence and Theory

Colacito, Ric - 2015

We document that the first and third cross-sectional moments of the distribution of GDP growth rates made by professional forecasters can predict equity excess returns, a finding which is robust to controlling for a large set of well established predictive factors. We show that introducing...

Persistent link: https://www.econbiz.de/10013036192

Nexus between Stock Price Volatility and Selected Macroeconomic Variables : Evidence from Nifty 50

Karthika, Dr. P. - 2017

affecting the Indian stock market volatility. There is a general belief on macroeconomic variable affects the functioning of … stock market and its volatility (PallaviKudal 2010). In developing countries like India stock markets are sensitive to … researcher to find out whether the macroeconomic variable changes create any volatility in the Indian stock market. This study …

Persistent link: https://www.econbiz.de/10012950238