macroeconomic variables
Effect of Macroeconomic Variables on the Ghanaian Stock Market Returns: A Co-integration Analysis
... of macroeconomic variables such as inflation, and exchange rate on the stock prices of companies ...between macroeconomic variables and stock returns has been extensively studied, for ...
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Can macroeconomic variables account for the term structure of sovereign spreads?: studying the Brazilian case
... between the short rate r and the state variables of the economy.. Then, the model will be affine: the relation between the interest rates of chosen.. maturities Y [r] ...
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The influence of culture and transparency on global research and development intensity: an overview across Europe
... other macroeconomic variables (gross domestic product; venture capital; high-technology trade; and human resources employed in science and technology activities), influence R&D decisions, the core ...
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The Impact of Macroeconomic Fundamentals on Stock Prices Revisited: Evidence from Indian Data
... seven macroeconomic variables from January 1990 to January 2003 using co-integration and Granger causality ...the macroeconomic variables ...two macroeconomic variables (exchange ...
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Rev. Bras. Econ. vol.70 número4
... In this paper we evaluate credit risk of the economy as a whole, aiming at the study of the financial stability. This analysis uses as proxy the credit granted by the banking system. We use a non-linear parametric model ...
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The Cyclicality of Loan Loss Provision in Brazilian Commercial Banks
... Debates on banking regulation have increasingly given rise to a discussion on the relationship between the loan loss provision and business cycles. Provisioning rules for credit losses for banks in Brazil have mixed ...
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Acknowledgements: I want to thank Professor Paulo Rodrigues and Professor Luís Catela
... I have succeeded in the specification and estimation of the yield curve with both yield curve models suggested by Diebold, Rudebusch and Arouba (2006). I started using only latent factors (level, slope and curvature) ...
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The MacroeconoMic effecTs of fiscal Policy
... the macroeconomic variables; and (ii) it uses information about the elasticity of fiscal variables to economic activity which enables to identify the automatic response of fiscal ...to ...
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Sign restriction approach to macro stress-testing of the Croatian banking system
... as a banking indicator and the shocks are identifi ed using the sign restriction approach. The authors fi nd broadly similar results for both areas with a few important diffe- rences: the response of the banking indicator ...
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Macroeconomic determinants of international currencies:
... the macroeconomic variables that determines the currencies’ shares in the international bond market, for the five currencies of the SDR Basket: CNY, EUR, GBP, JPY, and ...
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The impact of fiscal policy on government bond spreads in emerging markets
... explanatory variables into the literature and also determined their construction much more ...of variables: bond cha- racteristics (maturity, face value, sale methods); global conditions (yield on ten year ...
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Teoria de apreçamento arbitragem aplicada a mercados internacionais
... of variables were treated as potential risk ...of macroeconomic variables often prescribed by most of the asset pricing models literature 2 such as excess return of the world portfolio, changes in ...
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Macroeconomic and Institutional Factors, Debt Composition and Capital Structure of Latin American Companies
... In Brazil, recent studies have analyzed institutional and macroeconomic variables and ob- tained important results, as Terra (2007), Bastos et al. (2009), Kayo and Kimura (2011), Valle and Albanez (2012), ...
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THE RELATIONSHIP BETWEEN INFLATION AND RELATIVE PRICE VARIABILITY: A MULTIVARIATE APPROACH()
... take a multivariate approach and study the relation between the two variables within a wide set of relevant macroeconomic variables suggested by a priori reasonin[r] ...
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MACROECONOMIC EFFECTS OF MONETARY POLICY IN THE EUROZONE
... on macroeconomic variables since “identification of the effects of monetary policy shocks requires only a plausible identification of those shocks (…) and does not require identification of the remainder of ...
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P OPULATIONA GEING ANDM ONETARYP OLICY
... key macroeconomic variables, being useful for evaluating the accounting effects of demographic ...main macroeconomic variables with implications for monetary policy: economic growth, savings, ...
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Global cosmopolitan economics, the euro and the Portuguese economy
... Cosmopolitan economics; euro; Portuguese economy; crisis; imbalance; wage deflation; devaluation; macroeconomic policy; microeconomic policy; demand; debt sustainability;[r] ...
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Common cycles in macroeconomic aggregates
... One interesting note is that we have evidence in favor of the pennanent incorne hypothesis despite having rejected HalI's(1978) classical argument that consumption is a random walk: si[r] ...
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THE MACROECONOMIC IMPACT OF ROMANIAN TOURISM
... Depending on the level of development and economic structure of the country concerned: high values for small countries dependent tourism over 50% example Maldives, Macao and with mod[r] ...
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Competitive exchange rates and macroeconomic theory
... Developing countries' monetary policy options to achieve external conditions conducive to high growth and development are limited: On the one side, flexible exchange rate regimes that [r] ...
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