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Economic growth in oil-exporting countries : do stock market and banking sector development matter? ; evidence from Nigeria

Nwani, Chinazaekpere; Orie, Jacob Bassey - In: Cogent economics & finance 4 (2016) 1, pp. 1-11

This study empirically examines the independent effects of stock market and banking sector development on economic growth in Nigeria over the period 1981-2014 using the autoregressive distributed lag (ARDL) approach to co-integration analysis. Controlling for the possible effects of crude oil...

Persistent link: https://www.econbiz.de/10011450677

Cointegration and causality-in-mean and variance tests : evidence of price discovery for Brazilian cross-listed stocks

Silveira, Rodrigo Lanna Franco da; Maciel, Leandro; … - In: Revista brasileira de economia de empresas : … 14 (2014) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10011450787

Stock market and tax revenue as determinants of economic growth : panel data evidence from developing Asia

Colombage, Sisira R. N.; Maslyuk, Svetlana; Roshaiza Taha - In: The journal of developing areas 49 (2015) 4, pp. 89-107

Persistent link: https://www.econbiz.de/10011451628

Oil price shocks and stock markets in ASEAN-5

Koh, Wee Chian - In: Southeast Asian journal of economics 3 (2015) 1, pp. 143-164

Persistent link: https://www.econbiz.de/10011452277

An empirical study of the relationship between money market interest rates and stock market performance : evidence from Zimbabwe (2009-2013)

Kganyago, Trust; Gumbo, Victor - In: International journal of economics and financial issues … 5 (2015) 3, pp. 638-646

Persistent link: https://www.econbiz.de/10011454152

Testing for the presence of asymmetric information in the oil market : a vector autoregression approach

Troug, Haytem Ahmed; Sbia, Rashid - In: International journal of economics and financial issues … 5 (2015) 3, pp. 753-762

Persistent link: https://www.econbiz.de/10011454212

Test of the Chen-Roll-Ross macroeconomic factor model : evidence from Croatian stock market

Dolinar, Dolinar; Orsag, Silvije; Suman, Paola - In: UTMS journal of economics / University of Tourism and … 6 (2015) 2, pp. 185-196

This paper empirically examines the well-known Chen-Roll-Ross model on the Croatian stock market. Modifications of definitions of the Chen-Roll-Ross model variables showed as necessary because of doubtful availability and quality of input data needed. Namely, some macroeconomic and market...

Persistent link: https://www.econbiz.de/10011456296

Reinvestigation of oil price-stock market nexus in Iran : a SVAR approach

Maboudian, Eisa; Shokri, Khashayar Seyyed - In: Iranian economic review : journal of University of Tehran 19 (2015) 1, pp. 81-90

Persistent link: https://www.econbiz.de/10011456563

Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil

Ely, Regis Augusto - In: Latin American business review : journal of the … 16 (2015) 4, pp. 305-325

Persistent link: https://www.econbiz.de/10011458821

Nigeria stock market volatility in comparison with some countries : application of asymmetric GARCH models

Uyaebo, Stephen O.; Atoi, Victor N.; Usman, Farida - In: CBN journal of applied statistics 6 (2015) 2, pp. 133-160

This study estimated Asymmetric generalized autoregressive conditional heteroscadasticity models with endogenous break dummy on two innovation assumptions using daily all share index of Nigeria, Kenya, United States, Germany, South Africa and China spanning from February 14, 2000 to February 14,...

Persistent link: https://www.econbiz.de/10011460578