Investment decisions are highly influenced by macroeconomic variables as changes in
macroeconomic variables effect stock markets differently according to the country economic …

This paper empirically investigates the dynamic interdependencies between stock returns
and economic activity in mature and emerging markets. The existence, kind and strength of …

This paper investigates the predictive ability of financial variables for euro area growth
through bivariate and multivariate non-parametric Granger causality tests. Apart from …

This study estimates a dynamic latent factor model of the yield curve for Canada using a
newly constructed data series on the term structure of constant-maturity, zero-coupon …

The objective of this study is to assess the predictive content of the term premium for future
GDP growth in Canada over the past 55 years. The term premia for average long-term bond …

Using the descriptive method of log-periodic power laws (LPPL) based on a theory of
behavioral herding, we use a battery of parametric and non-parametric tests to demonstrate …

The goal of this paper is to provide new evidence on the bidirectional relationships between
economic activity indicators and stock market returns in four Central and Eastern European …

This paper uses a complex structure of factors of exposure to international shocks for the
analysis of regional and inter‐regional effects of a variety of financial shocks across …

This study analyses the economic determinants of short-and long-term interest rates in
Canada using a structural vector autoregressive (VAR) model. The VAR takes into …

This paper investigates the predictive ability of financial variables for euro area growth. Our
forecasts are built from univariate autoregressive and single equation models. Euro area …