A Study on Dynamic Relationship Between Macroeconomic Variables and Stock Markets in the United States, Germany, and Hong Kong

Download A Study on Dynamic Relationship Between Macroeconomic Variables and Stock Markets in the United States, Germany, and Hong Kong PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 53 pages
Book Rating : 4.:/5 (13 download)

DOWNLOAD NOW!


Book Synopsis A Study on Dynamic Relationship Between Macroeconomic Variables and Stock Markets in the United States, Germany, and Hong Kong by : Taibo Mu

Download or read book A Study on Dynamic Relationship Between Macroeconomic Variables and Stock Markets in the United States, Germany, and Hong Kong written by Taibo Mu and published by . This book was released on 2016 with total page 53 pages. Available in PDF, EPUB and Kindle. Book excerpt: This empirical study investigates the relationship between selected macroeconomic variables and the stock markets in the US, Germany, and Hong Kong. The seven chosen macroeconomic variables are interest rate, inflation, oil price, unemployment rate, industrial production index, money supply, and exchange rate. In this study, Pearson's correlation, unit root tests, Granger causality test, Johansen cointegration test, and regression model are used to identify how these macroeconomic variables impact on S&P500 in the United States, DAX 30 in Germany, and Hang Seng Index in Hong Kong with the monthly series for a period of 18 years from July 1997 to July 2015. The empirical results show that there are short-term causal relationships and long-term equilibrium relationships between macroeconomic variables and the stock markets in these three countries.

The Relationship Between Macroeconomic Variables and the Financial Market

Download The Relationship Between Macroeconomic Variables and the Financial Market PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (643 download)

DOWNLOAD NOW!


Book Synopsis The Relationship Between Macroeconomic Variables and the Financial Market by : Wui Kit Lam

Download or read book The Relationship Between Macroeconomic Variables and the Financial Market written by Wui Kit Lam and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Macroeconomic Variables and Security Prices in India during the Liberalized Period

Download Macroeconomic Variables and Security Prices in India during the Liberalized Period PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 1137492015
Total Pages : 247 pages
Book Rating : 4.1/5 (374 download)

DOWNLOAD NOW!


Book Synopsis Macroeconomic Variables and Security Prices in India during the Liberalized Period by : Tarak Nath Sahu

Download or read book Macroeconomic Variables and Security Prices in India during the Liberalized Period written by Tarak Nath Sahu and published by Springer. This book was released on 2016-01-01 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: The liberalization and globalization of the Indian economy has made India more vulnerable to macro issues. This book provides a comprehensive analysis of the dynamic relationship between macroeconomic variables and stock prices in India. The research findings and policy implications discussed here may also be relevant for other emerging economies.

The Fundamental Dynamic Interactions Among Macroeconomic Variables and Stock Indexes, Based on Taiwan, Hong Kong, China

Download The Fundamental Dynamic Interactions Among Macroeconomic Variables and Stock Indexes, Based on Taiwan, Hong Kong, China PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 114 pages
Book Rating : 4.:/5 (77 download)

DOWNLOAD NOW!


Book Synopsis The Fundamental Dynamic Interactions Among Macroeconomic Variables and Stock Indexes, Based on Taiwan, Hong Kong, China by : 錢聖鵬

Download or read book The Fundamental Dynamic Interactions Among Macroeconomic Variables and Stock Indexes, Based on Taiwan, Hong Kong, China written by 錢聖鵬 and published by . This book was released on 2009 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Long-run Equilibrium Relationship Between Macroeconomic Variables and Stock Returns

Download Long-run Equilibrium Relationship Between Macroeconomic Variables and Stock Returns PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 16 pages
Book Rating : 4.:/5 (513 download)

DOWNLOAD NOW!


Book Synopsis Long-run Equilibrium Relationship Between Macroeconomic Variables and Stock Returns by : Wan-sing Hung (Bill)

Download or read book Long-run Equilibrium Relationship Between Macroeconomic Variables and Stock Returns written by Wan-sing Hung (Bill) and published by . This book was released on 1993 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dynamic Relationship Between Stock Prices and Exchange Rates in Asia

Download Dynamic Relationship Between Stock Prices and Exchange Rates in Asia PDF Online Free

Author :
Publisher : LAP Lambert Academic Publishing
ISBN 13 : 9783659819865
Total Pages : 120 pages
Book Rating : 4.8/5 (198 download)

DOWNLOAD NOW!


Book Synopsis Dynamic Relationship Between Stock Prices and Exchange Rates in Asia by : Fauziah Ifa

Download or read book Dynamic Relationship Between Stock Prices and Exchange Rates in Asia written by Fauziah Ifa and published by LAP Lambert Academic Publishing. This book was released on 2016-01-04 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are two different and conflicting models to determine the relationship between exchange rate and stock prices. The first model, "Flow-Oriented" states that currency or exchange rate changes affect the competitiveness of a company, which in turn affect the company's revenues or cost of funds and the subsequent impact on the company's stock price. Meanwhile, according to the two models namely "Stock-oriented" which emphasizes the role of capital account transactions stated that the rise in stock returns (rising stock market) would attract capital flows which in turn will increase the domestic money permintaanmata and cause exchange rate to appreciate. Therefore, this study was conducted to determine if there cointegration and causality relationship between exchange rates and stock prices in Asia. The objects of this study are Indonesia, Singapore, Taiwan, Malaysia, China, South Korea, Japan, Hong Kong, Thailand, and India with the study period January 2009 to December 2013. Data used are secondary data in the form of monthly data from the foreign exchange market (exchange rate) and capital markets (stock index).

Macroeconomics

Download Macroeconomics PDF Online Free

Author :
Publisher :
ISBN 13 : 9781292360911
Total Pages : 0 pages
Book Rating : 4.3/5 (69 download)

DOWNLOAD NOW!


Book Synopsis Macroeconomics by : Olivier Blanchard

Download or read book Macroeconomics written by Olivier Blanchard and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This print textbook is available for students to rent for their classes. The Pearson print rental program provides students with affordable access to learning materials, so they come to class ready to succeed. For intermediate courses in economics. A unified view of the latest macroeconomic events In Macroeconomics, Blanchard presents an integrated, global view of macroeconomics, enabling students to see the connections between goods markets, financial markets, and labor markets worldwide. Organized into two parts, the text contains a core section that focuses on short-, medium-, and long-run markets and two major extensions that offer more in-depth coverage of the issues at hand. From the major economic crisis that engulfed the world in the late 2000s, to monetary policy in the US, to the problems of the Euro area, and growth in China, the text helps students make sense not only of current macroeconomic events but also of those that may unfold in the future. Integrated, detailed boxes in the 8th Edition have been updated to convey the life of macroeconomics today, reinforce lessons from the models, and help students employ and develop their analytical and evaluative skills. Also available with MyLab Economics By combining trusted author content with digital tools and a flexible platform, MyLab personalizes the learning experience and improves results for each student.

International Macroeconomics in the Wake of the Global Financial Crisis

Download International Macroeconomics in the Wake of the Global Financial Crisis PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319790757
Total Pages : 300 pages
Book Rating : 4.3/5 (197 download)

DOWNLOAD NOW!


Book Synopsis International Macroeconomics in the Wake of the Global Financial Crisis by : Laurent Ferrara

Download or read book International Macroeconomics in the Wake of the Global Financial Crisis written by Laurent Ferrara and published by Springer. This book was released on 2018-06-13 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects selected articles addressing several currently debated issues in the field of international macroeconomics. They focus on the role of the central banks in the debate on how to come to terms with the long-term decline in productivity growth, insufficient aggregate demand, high economic uncertainty and growing inequalities following the global financial crisis. Central banks are of considerable importance in this debate since understanding the sluggishness of the recovery process as well as its implications for the natural interest rate are key to assessing output gaps and the monetary policy stance. The authors argue that a more dynamic domestic and external aggregate demand helps to raise the inflation rate, easing the constraint deriving from the zero lower bound and allowing monetary policy to depart from its current ultra-accommodative position. Beyond macroeconomic factors, the book also discusses a supportive financial environment as a precondition for the rebound of global economic activity, stressing that understanding capital flows is a prerequisite for economic-policy decisions.

The Relationship Between Stock Market and Macroeconomic Variables

Download The Relationship Between Stock Market and Macroeconomic Variables PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.:/5 (262 download)

DOWNLOAD NOW!


Book Synopsis The Relationship Between Stock Market and Macroeconomic Variables by : Shaoying Chang

Download or read book The Relationship Between Stock Market and Macroeconomic Variables written by Shaoying Chang and published by . This book was released on 2008 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stock Market and Macroeconomic Variables in a Small Open Economy: the Case of Hong Kong

Download Stock Market and Macroeconomic Variables in a Small Open Economy: the Case of Hong Kong PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (642 download)

DOWNLOAD NOW!


Book Synopsis Stock Market and Macroeconomic Variables in a Small Open Economy: the Case of Hong Kong by : Zhao, Xi

Download or read book Stock Market and Macroeconomic Variables in a Small Open Economy: the Case of Hong Kong written by Zhao, Xi and published by . This book was released on 2003 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:

STOCK MARKET PERFORMANCE & MACRO ECONOMIC VARIABLES AN EMPIRICAL STUDY OF STOCK MARKET

Download STOCK MARKET PERFORMANCE & MACRO ECONOMIC VARIABLES AN EMPIRICAL STUDY OF STOCK MARKET PDF Online Free

Author :
Publisher : Arnav
ISBN 13 : 9788115639391
Total Pages : 0 pages
Book Rating : 4.6/5 (393 download)

DOWNLOAD NOW!


Book Synopsis STOCK MARKET PERFORMANCE & MACRO ECONOMIC VARIABLES AN EMPIRICAL STUDY OF STOCK MARKET by : Arnav V

Download or read book STOCK MARKET PERFORMANCE & MACRO ECONOMIC VARIABLES AN EMPIRICAL STUDY OF STOCK MARKET written by Arnav V and published by Arnav. This book was released on 2022-12-23 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Owing to the ever-increasing importance of the financial markets, particularly the stock markets, in the economic development, especially of capital seeking developing nations, a plethora of studies have been conducted to examine the factors determining and influencing the stock market variables such as stock returns, market capitalisation, and turnover, amongst others. The present study examines the impact and role of macroeconomic variables on the stock market performance of an important developing country, viz., India. This relationship is examined from the framework of three main research objectives of investigating the relationship between macroeconomic variables and Indian stock market performance; modelling the crash of Indian stock market during the global financial crisis of 2007 - 2009 using the domestic and international macroeconomic variables, and predicting the movements in stock market variables using macroeconomic variables.

Dynamic Relationships Between Stock Returns and Macroeconomic Variables in South Korea, Taiwan, and Japan

Download Dynamic Relationships Between Stock Returns and Macroeconomic Variables in South Korea, Taiwan, and Japan PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 106 pages
Book Rating : 4.:/5 (642 download)

DOWNLOAD NOW!


Book Synopsis Dynamic Relationships Between Stock Returns and Macroeconomic Variables in South Korea, Taiwan, and Japan by : Po-Chien Liu

Download or read book Dynamic Relationships Between Stock Returns and Macroeconomic Variables in South Korea, Taiwan, and Japan written by Po-Chien Liu and published by . This book was released on 2002 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Structural Relationship Between Stock Market Returns and Macroeconomic Variables in International Equity Markets

Download The Structural Relationship Between Stock Market Returns and Macroeconomic Variables in International Equity Markets PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (598 download)

DOWNLOAD NOW!


Book Synopsis The Structural Relationship Between Stock Market Returns and Macroeconomic Variables in International Equity Markets by : Abdul Ghani Shafie

Download or read book The Structural Relationship Between Stock Market Returns and Macroeconomic Variables in International Equity Markets written by Abdul Ghani Shafie and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Inter-linkage Between Macroeconomic Factors and Stock Market

Download Inter-linkage Between Macroeconomic Factors and Stock Market PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (135 download)

DOWNLOAD NOW!


Book Synopsis Inter-linkage Between Macroeconomic Factors and Stock Market by : Sanjana Nagpal

Download or read book Inter-linkage Between Macroeconomic Factors and Stock Market written by Sanjana Nagpal and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Model to Analyze the Macroeconomic Interdependence of Hong Kong With China and the United States

Download A Model to Analyze the Macroeconomic Interdependence of Hong Kong With China and the United States PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (129 download)

DOWNLOAD NOW!


Book Synopsis A Model to Analyze the Macroeconomic Interdependence of Hong Kong With China and the United States by : Fuchun Jin

Download or read book A Model to Analyze the Macroeconomic Interdependence of Hong Kong With China and the United States written by Fuchun Jin and published by . This book was released on 2014 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on several stylized facts, this paper develops a macroeconomic model for Hong Kong that emphasizes its interdependence with China and the United States. Important macroeconomic variables such as the price level and nominal wage rate, as well as capital flow, are analyzed first in a static setting and then in a dynamic model. As an application, the model is used to analyze macroeconomic adjustment of Hong Kong in response to economic slowdown in the U.S. and a possible devaluation of the RMB. Theoretical results are obtained both under the assumption of adaptive and rational expectations.

Global Trends 2040

Download Global Trends 2040 PDF Online Free

Author :
Publisher : Cosimo Reports
ISBN 13 : 9781646794973
Total Pages : 158 pages
Book Rating : 4.7/5 (949 download)

DOWNLOAD NOW!


Book Synopsis Global Trends 2040 by : National Intelligence Council

Download or read book Global Trends 2040 written by National Intelligence Council and published by Cosimo Reports. This book was released on 2021-03 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The ongoing COVID-19 pandemic marks the most significant, singular global disruption since World War II, with health, economic, political, and security implications that will ripple for years to come." -Global Trends 2040 (2021) Global Trends 2040-A More Contested World (2021), released by the US National Intelligence Council, is the latest report in its series of reports starting in 1997 about megatrends and the world's future. This report, strongly influenced by the COVID-19 pandemic, paints a bleak picture of the future and describes a contested, fragmented and turbulent world. It specifically discusses the four main trends that will shape tomorrow's world: - Demographics-by 2040, 1.4 billion people will be added mostly in Africa and South Asia. - Economics-increased government debt and concentrated economic power will escalate problems for the poor and middleclass. - Climate-a hotter world will increase water, food, and health insecurity. - Technology-the emergence of new technologies could both solve and cause problems for human life. Students of trends, policymakers, entrepreneurs, academics, journalists and anyone eager for a glimpse into the next decades, will find this report, with colored graphs, essential reading.

Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics

Download Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1557759677
Total Pages : 36 pages
Book Rating : 4.5/5 (577 download)

DOWNLOAD NOW!


Book Synopsis Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics by : Seungho Jung

Download or read book Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics written by Seungho Jung and published by International Monetary Fund. This book was released on 2021-10-22 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical swings that originate from North Korea. To do so, a monthly index of geopolitical risk from North Korea (the GPRNK index) is constructed using automated keyword searches in South Korean media. The GPRNK index, designed to capture both upside and downside risk, corroborates that geopolitical risk sharply increases with the occurrence of nuclear tests, missile launches, or military confrontations, and decreases significantly around the times of summit meetings or multilateral talks. Using firm-level data, we find that heightened geopolitical risk reduces stock returns, and that the reductions in stock returns are greater especially for large firms, firms with a higher share of domestic investors, and for firms with a higher ratio of fixed assets to total assets. These results suggest that international portfolio diversification and investment irreversibility are important channels through which geopolitical risk affects stock returns.