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Using sentiment surveys to predict GDP growth and stock returns
Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2008
power for both GDP growth and excess stock returns, and that the results are robust to the inclusion of information …
Persistent link: https://www.econbiz.de/10009647399
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The Analysis of the Influence of Foreign Direct Investment on Polish Economy in 1996-2010 using VECM Methodology
Marona, Bartlomiej; Bieniek, Agnieszka - In: Acta Universitatis Nicolai Copernici, Ekonomia 44 (2013) 2, pp. 333-350
attention to: GDP, export, import, research and development expenditure and unemployment. In order to fulfill objectives of this …
Persistent link: https://www.econbiz.de/10010754244
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Nowcasting finnish GDP growth using financial variables : a MIDAS approach
Laine, Olli-Matti; Lindblad, Annika - In: Journal of the Finnish Economic Association : JFEA 2 (2021) 1, pp. 74-108
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. In particular, we … models that allow us to nowcast quarterly GDP growth using monthly or daily data without temporal aggregation in a … parsimonious way. We find that financial market data nowcasts Finnish GDP growth relatively well: nowcasting performance is similar …
Persistent link: https://www.econbiz.de/10013286502
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Nowcasting Finnish GDP growth using financial variables: a MIDAS approach
Laine, Olli-Matti; Lindblad, Annika - 2020
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. Especially, we … models that allow us to forecast quarterly GDP growth using monthly or daily data without temporal aggregation in a … parsimonious way. Our results show that financial market data nowcasts Finnish GDP growth relatively well. When it comes to …
Persistent link: https://www.econbiz.de/10012215454
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Nowcasting Finnish GDP growth using financial variables : a MIDAS approach
Laine, Olli-Matti; Lindblad, Annika - 2020
We analyse the performance of financial market variables in nowcasting Finnish quarterly GDP growth. Especially, we … models that allow us to forecast quarterly GDP growth using monthly or daily data without temporal aggregation in a … parsimonious way. Our results show that financial market data nowcasts Finnish GDP growth relatively well. When it comes to …
Persistent link: https://www.econbiz.de/10012214415
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Non-performing loan determinants and impact of COVID-19: Case of Bosnia and Herzegovina
Žunić, Amila; Kozarić, Kemal; Dželihodžić, Emina … - In: Journal of Central Banking Theory and Practice 10 (2021) 3, pp. 5-22
-performing loans, GDP, loan loss provision, and dummy variable COVID-19 were used in the analysis. The results of the analysis showed a …
Persistent link: https://www.econbiz.de/10014558515
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Non-performing loan determinants and impact of COVID-19 : case of Bosnia and Herzegovina
Žunić, Amila; Kozarić, Kemal; Dželihodžić, Emina … - In: Journal of central banking theory and practice 10 (2021) 3, pp. 5-22
-performing loans, GDP, loan loss provision, and dummy variable COVID-19 were used in the analysis. The results of the analysis showed a …
Persistent link: https://www.econbiz.de/10012650843
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A Tutorial on Bonds, Yield Curves and Duration
Claggett, E. Tylor - International Institute of Social and Economic Sciences - 2014
derived about the market sentiment by their analysis and study. Next, the paper introduces duration as an “elasticity” that … concepts associated with duration can be used to reduce or eliminate a interest rate risk as it pertains to financial assets …
Persistent link: https://www.econbiz.de/10011210309
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Do Acceptance and Publication Times Differ Across Finance Journals?
Holden, Craig W. - 2017
I examine the acceptance time (i.e., the time that eventually-published articles take from first-round submission to final-round acceptance) and the online/print publication times (i.e., the time that eventually-published articles take from first-round submission to online/print publication) of...
Persistent link: https://www.econbiz.de/10012970437
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The euro area financial system
Hartmann, Philipp; Maddaloni, Angela; Manganelli, Simone - 2003
Four years after the introduction of the euro, this paper provides an overview of the current structure and integration of the euro area financial systems and related policy initiatives. We first compare the euro area financial structure with that of the United States and Japan. Using new and...
Persistent link: https://www.econbiz.de/10009635984