Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries
This paper examines the relationship between banking sector development, stock market
development, economic growth, and four other macroeconomic variables in ASEAN …
development, economic growth, and four other macroeconomic variables in ASEAN …
Wavelet analysis of stock returns and aggregate economic activity
M Gallegati - Computational Statistics & Data Analysis, 2008 - Elsevier
The relationship between stock market returns and economic activity is investigated using
signal decomposition techniques based on wavelet analysis. After the application of the …
signal decomposition techniques based on wavelet analysis. After the application of the …
Finance and growth: Evidence from the ARF countries
This paper examines the relationships between economic growth and four different types of
financial development in ASEAN Regional Forum (ARF) countries over the period 1991 …
financial development in ASEAN Regional Forum (ARF) countries over the period 1991 …
[PDF][PDF] The impact of macroeconomic variables on stock prices: a case study Of Karachi Stock Exchange
Investment decisions are highly influenced by macroeconomic variables as changes in
macroeconomic variables effect stock markets differently according to the country economic …
macroeconomic variables effect stock markets differently according to the country economic …
Unveiling the causal relationships among banking competition, stock and insurance market development, and economic growth in Europe
RP Pradhan, MB Arvin, M Nair, SE Bennett - Structural Change and …, 2020 - Elsevier
There have been major reforms of the financial system within Europe over the past two
decades. These reforms were initiated to enhance the competitiveness and sustainable …
decades. These reforms were initiated to enhance the competitiveness and sustainable …
Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?
M Binswanger - The quarterly review of economics and finance, 2004 - Elsevier
Several empirical studies show that a substantial fraction of the changes in growth rates of
real activity can be explained by lagged aggregate stock return variations in the US as well …
real activity can be explained by lagged aggregate stock return variations in the US as well …
Macroeconomic uncertainty and conditional stock‐price volatility in frontier African markets: Evidence from Ghana
CKD Adjasi - The Journal of Risk Finance, 2009 - emerald.com
Purpose–The purpose of this paper is to analyse the impact of macroeconomic uncertainty
on stock‐price volatility in Ghana. Design/methodology/approach–The method of analysis is …
on stock‐price volatility in Ghana. Design/methodology/approach–The method of analysis is …
The dynamics of bond market development, stock market development and economic growth: Evidence from the G-20 countries
RP Pradhan, MB Arvin, NR Norman… - Journal of Economics …, 2020 - emerald.com
Purpose The paper investigates whether Granger causal relationships exist between bond
market development, stock market development, economic growth and two other …
market development, stock market development, economic growth and two other …
Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain
This paper investigates the predictive power for the future domestic economic activity
included in the domestic stock prices, using a Granger causality analysis in the frequency …
included in the domestic stock prices, using a Granger causality analysis in the frequency …
[PDF][PDF] Investigating equilibrium relationship between macroeconomic variables and Malaysian stock market index through bounds tests approach
HA Bekhet, MI Mugableh - International Journal of Economics and …, 2012 - irantahgig.ir
The current paper conducts an empirical examination into the long-run and short-run
equilibrium relationships between macroeconomic variables and the Malaysian stock …
equilibrium relationships between macroeconomic variables and the Malaysian stock …