Macroeconomic fundamentals
Exchange Rates, Macroeconomic Fundamentals and Risk Aversion
... croeconomic fundamentals such as interest rates, money supply, real output or expected inflation; Engel, Mark and West [7] that also present evidence that exchange rates are primarily determined by changes in ...
8
Cointegration between Exchange Rate Volatility and Key Macroeconomic Fundamentals: Evidence from Nigeria
... The study modelled the short run and long run impact of some macroeconomic fundamentals on the exchange rate vola- tility in Nigeria. Unit root test conducted on the specified time series showed that all ...
10
Bond risk premia, macroeconomic fundamentals and the exchange rate
... and macroeconomic fundamentals: some examples are Ang, Dong and Piazzesi (2007), Ang, Piazzesi and Wei (2006), Gallmeyer, Holli…eld and Zin (2005), Hördal, Tristani and Vestin (2006) and Rudebusch and Wu ...
45
The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data
... fundamental macroeconomic factors on the Indian stock ...the macroeconomic factors and the stock market movement can directly be obtained from the present value model or the dividend discount model (DDM) ...
25
A manual on macroeconomic fundamentals for conflict affected states
... “... of conflicts that have ended since 1989, those that ended in peace agreements have a considerably lower rate of [war] recurrence (14 percent) than the overall rate of 47 percent. Conflicts that ended in outright ...
69
Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets
... Our research relates to a large block of academic literature that studies the interconnections between macroeconomic variables and financial elements. Seminal work in this direction has been carried out by Chen, ...
11
Exchange rate determination in Jamaica: A market microstructures and macroeconomic fundamentals approach
... economy macroeconomic policy, which refers to the situation that any two of the following goals – stability in the exchange rate, national independence in monetary policy and free capital mobility- can be achieved ...
27
Türkiye Hisse Senedi Piyasa Volatilitesinin Makroekonomik Temelleri(Macroeconomic Fundamentals of Turkey Stock Market Volatility)
... Abstract: The aim of this study is to investigate the relationship between the slowly moving long-run component of daily volatility of Turkish stock market and a set of monthly macroeconomic variables. In the ...
10
Determinants of sovereign risk premia for European emerging markets
... different macroeconomic fundamentals; government fi nance indicators; external liquidity indicators; political, social and legal factors; and fi nancial market ...
23
The Effect of Macroeconomic Factors on Stock Prices of Swiss Real Estate Companies
... and macroeconomic fundamentals (GDP, interest rate, price ...and macroeconomic fundamentals is tested with the Johansen ...that macroeconomic variables and the interest rate in ...
10
International Shocks: An Examination of Key Channels of Transmission
... and macroeconomic fundamentals are relevant factors of international contagion, contrary to the belief of many that agent behaviour is the main source of contagion; (ii) trade is the most important source ...
7
The Predictive Value of Investor Sentiment Index on the Volatility of the Malaysian Stock Market
... net macroeconomic fundamentals over the volatility of the Malaysian stock market, the following hypothesis is tested: The investor sentiment composite index has no significant causal relationship with the ...
17
U S domestic money, inflation and output
... macroeconomic fundamentals (in natural log differences): real output represented by real GNP and inflation represented by the GNP ...the macroeconomic variables that we consider consist of the ...
27
The empirical failure of the expectations hypothesis of the term structure of bond yields
... In order to increase the power of the EH testing procedure, we move beyond the bivariate comparisons of short- and long-term yields that dominate the exist- ing literature. First, inspired by the growing literature ...
21
Macroeconomic Determinants of Capital Flight: Evidence from the Sub-Saharan African Countries Friday Osemenshan Anetor DOI: 10.32327/IJMESS/8.1.2019.4
... the macroeconomic determinants of capital flight from the Sub-Saharan African (SSA) countries between the period ...the macroeconomic factors influencing capital flight from the SSA ...the ...
18
Fundamentals of Global Strategy
... The conceptual framework behind this definition has three fundamental building blocks: a company’s core business model, the various strategic decisions a company needs to make as it glob[r] ...
257
Fundamentals of Geotechnical Engineering
... xiv Contents 16 SHALLOW FOUNDATIONSBEARING CAPACITY 568 16.1 Introduction 568 16.2 Ultimate Bearing Capacity of Shallow FoundationsGeneral Concepts 569 16.3 Terzaghi's Ultimate Bearing C[r] ...
21
FUNDAMENTALS OF SPINTRONICS
... Department of Electronics & Communication, Mahakal Institute of Technology, Ujjain, INDIA.. ication, Mahakal Institute of Technology, Ujjain, INDIA.[r] ...
7
Fundamentals and state of the art
... The development of single-crystal silicon for integrated circuit fabrication has led to its use in micromachined resonator sensors.42 Silicon has a strength comparable to that of steel, [r] ...
33