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Symmetrical cointegrating relationship between money supply, interest rates, consumer price index, terroristic disruptions, and Karachi stock exchange : does global financial crisi...

Sheikh, Umaid A.; Asad, Muzaffar; Israr, Aqeel; Tabash, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

recession. Macroeconomic variability is represented by fluctuations in interest rates, consumer price index, and Money supply (M … the long run and before the international economic crunch, the money supply and interest rates have an inverse … a longer horizon, stock indexes have been impacted positively by money supply, and IR has formulated an inverse …

Persistent link: https://www.econbiz.de/10013179670

The effect of macroeconomic variables on exchange rate : evidence from Ghana

Antwi, Samuel; Issah, Mohammed; Patience, Aboagyewaa; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-19

technique of the Vector Autoregression (VAR) and focusing on impact of broad money supply (M2), lending rate, inflation and real …, money supply and lending rate do not granger cause exchange rate in Ghana but they affect exchange rate indirectly. It was … the lending rate and money supply in order to lower inflation to create rooms for more investors to produce more to …

Persistent link: https://www.econbiz.de/10013179689

Gold and inflation(s) : a time-varying relationship

Lucey, Brian M.; Sharma, Susan Sunila; Vigne, Samuel A. - In: Economic modelling 67 (2017), pp. 88-101

Persistent link: https://www.econbiz.de/10011813784

Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study

Ibhagui, Oyakhilome - In: Research in international business and finance 47 (2019), pp. 279-303

Persistent link: https://www.econbiz.de/10012135734

Testing for UIP : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

This paper re-examines the UIP relation by estimating first a benchmark linear Cointegrated VAR including the nominal exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth Transition VAR (CVSTAR) model incorporating nonlinearities...

Persistent link: https://www.econbiz.de/10012508617

Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia

Mohnot, Rajesh; Banerjee, Arindam; Ballaj, Hanane; … - In: The journal of risk finance : JRF 25 (2024) 1, pp. 19-34

Persistent link: https://www.econbiz.de/10014504672

Some long-run correlations of inflation in developed countries

West, Kenneth D.; Cao, Tu - In: Economía : revista del Departamento de Economía, … 45 (2022) 89, pp. 1-23

Persistent link: https://www.econbiz.de/10014253593

Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - In: Open economies review 33 (2022) 4, pp. 705-749

Persistent link: https://www.econbiz.de/10013455611

Cointegration with structural changes and classical model of inflation in Spain, 1830-1998

Congregado, Emilio; Esteve García, Vicente - In: Structural change and economic dynamics : SC+ED 60 (2022), pp. 376-388

Persistent link: https://www.econbiz.de/10013392148

The behavior of velocity and its policy relevance in Turkey, 1965 - 1996

Keyder, Nur - In: ODTÜ gelişme dergisi / Orta Doǧu Teknik … 25 (1998) 3, pp. 407-433

Persistent link: https://www.econbiz.de/10001458557