Does macroeconomic uncertainty really matter in predicting stock market behavior? A comparative study on China and USA

G Abbas, S Wang - China Finance Review International, 2020 - emerald.com
Purpose The study aims to analyze the interaction between macroeconomic uncertainty and
stock market return and volatility for China and USA and tries to draw some invaluable …

[PDF][PDF] Time-varying influence of interest rates on stock returns: evidence from China

G Gu, W Zhu, C Wang - Economic research-Ekonomska istraživanja, 2022 - hrcak.srce.hr
Whether a stock market should matter or not when monetary policy is concerned seems to
be a controversial issue. The purpose of this study is to indicate whether the central bank …

Return and volatility connectedness between stock markets and macroeconomic factors in the G-7 countries

G Abbas, S Hammoudeh, SJH Shahzad… - Journal of Systems …, 2019 - Springer
We examine the relationship between return and volatility of the stock markets and
macroeconomic fundamentals for the G-7 countries by using monthly data ranging from July …

Conditional volatility nexus between stock markets and macroeconomic variables: Empirical evidence of G-7 countries

G Abbas, DG McMillan, S Wang - Journal of Economic Studies, 2018 - emerald.com
Purpose The purpose of this paper is to analyse the relation between stock market volatility
and macroeconomic fundamentals for G-7 countries using monthly data over the period from …

The return and volatility nexus among stock market and macroeconomic fundamentals for China

G Abbas, U Bashir, S Wang, GF Zebende… - Physica A: Statistical …, 2019 - Elsevier
This study examines the relationship between the returns and the volatilities of the stock
market and macroeconomic fundamentals by using monthly data ranging from 1995: M7 to …

Asymmetric effects of unanticipated monetary shocks on stock prices: Emerging market evidence

SD Thanh, NP Canh, M Maiti - Economic Analysis and Policy, 2020 - Elsevier
This study investigates the asymmetric effects of unanticipated monetary shocks on stock
prices in India over the period 1994M4–2018M11. We find that the evolution of stock prices …

Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?

GS Hiremath, P Kattuman - Research in International Business and …, 2017 - Elsevier
This paper is concerned with the behavior of foreign portfolio flows, and the interaction
between flows and returns, in one of the fastest growing emerging markets, India. We use a …

Nexus between remittance, nonperforming loan, money supply, and financial volatility: an application of ARDL

M Qamruzzaman, A Bardhan… - International Journal of …, 2020 - ideas.repec.org
The motivation of the study is to investigate the nexus between Remittance, Nonperforming
loan, Money supply, and finical volatility for the period from 1976 to 2017. To do so, study …

Equity return volatility in Africa's stock markets: A dynamic panel approach

G Aawaar, L Logogye, D Domeher - Cogent Economics & Finance, 2023 - Taylor & Francis
This study examines the determinants of time-varying return volatility of Africa's equity
markets using monthly indices of eight top African stock markets. The conditional variance is …

Hubungan Industri Keuangan Syariah dan Pertumbuhan Ekonomi Indonesia

DA Sunaryo, RA Kasri - Jurnal Pendidikan Tambusai, 2022 - jptam.org
Sektor keuangan syariah dipercaya berperan dalam mendorong pertumbuhan ekonomi
negara. Walaupun industri keuangan syariah Indonesia masih didominasi sektor …