Causal Relationship Between Macroeconomic Variables And The Stock Market Returns In Asean

DOWNLOAD

Download Causal Relationship Between Macroeconomic Variables And The Stock Market Returns In Asean PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Causal Relationship Between Macroeconomic Variables And The Stock Market Returns In Asean book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Causal Relationship Between Macroeconomic Variables And The Stock Market Returns In Asean

DOWNLOAD
Author : Mohd Zabidi Mohd Yatim
language : en
Publisher:
Release Date : 2002

Causal Relationship Between Macroeconomic Variables And The Stock Market Returns In Asean written by Mohd Zabidi Mohd Yatim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Macroeconomics categories.

Impacts Of Macroeconomic Variables On The Stock Market Returns Of South Asian Region

DOWNLOAD
Author : Quazi Nur Alam
language : en
Publisher:
Release Date : 2021

Impacts Of Macroeconomic Variables On The Stock Market Returns Of South Asian Region written by Quazi Nur Alam and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.

This paper is intended to find out whether macroeconomic variables may impact on stock market as well aswhether such impact has any country specific pattern. Stock market return was taken as dependent variable andreal interest rate, inflation rate, GDP growth rate, foreign currency reserve growth rate, fiscal deficit, FDI toGDP ratio, exchange rate were taken as independent variables. Data-set was covered from 1993 to 2019 for fiveSouth Asian countries which were Bangladesh, India, Pakistan, Sri Lanka, and Nepal. Pattern of stock marketas well as macro conditions of these countries was observed and it was found that some relationships existbetween the stock market returns and these chosen independent variables. Unit root test, Heteroscedasticty test,autocorrelation test, Hausman test is conducted to authenticate and clarified data to investigate relationshipnature. Granger Casualty test indicated that there exist cause and effect relationship between GDP growth rate,exchange rate, and stock market returns. Finally, regression test reveals that inflation rate and foreign currencyreserve growth rate have significant impact on the stock market returns. It was expected to have unique natureof different countries having versatile impact on dependent, so additionally fixed effects model and randomeffects model were run and it was found that random effects model is statistically appropriate throughconducting Hausman test. The test reveals that GDP growth rate, foreign currency reserve growth rate, andfiscal deficit positively impact on the stock market returns and these also support the literature review. Interestrates, inflation rate, FDI to GDP ratio and exchange rate have negatively impact the stock market return whereonly interest rate, inflation rate & exchange rate.

A Study On The Factors Affecting The Stock Market Returns In Malaysia

DOWNLOAD
Author : Dercio Chauque
language : en
Publisher: Grin Publishing
Release Date : 2017-10-24

A Study On The Factors Affecting The Stock Market Returns In Malaysia written by Dercio Chauque and has been published by Grin Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-10-24 with categories.

Bachelor Thesis from the year 2017 in the subject Economics - Finance, grade: 2, Asia Pacific University of Technology and Innovation, language: English, abstract: This research paper investigates the dynamic relationship between Kuala Lumpur Composite Index (KLCI) and four selected macroeconomic variables namely exchange rate, inflation rate, crude oil price and foreign direct investment. The research consists of 108 monthly observations from the period of January 2007 to December 2015. In this research, the Augmented Dickey-Fuller test (ADF) showed that at 5% significance level, all the variables are stationary at first difference. For the diagnostic tests, there is no multicollinearity, heteroscedasticity, autocorrelation, and model specification problems. However, normality problem was detected in the model. Moreover, Granger causality test and OLS regression model were carried out to determine the short-run and long-run relationships between the KLCI and the selected macroeconomic variables respectively. Results suggest that in the short-run there is no relationship between the KLCI and the four selected macroeconomic variables. However, in the long-run exchange rate, inflation rate, and crude oil prices are found to significantly affect the performance of KLCI, whereas foreign direct investment is found not to influence the movements of KLCI. The exchange rate and inflation negatively affect the KLCI, and the crude oil price has a positive impact in the KLCI movements.

An Empirical Investigation Of Asia Pacific Stock Markets

DOWNLOAD
Author : Su-Chin Yang
language : en
Publisher:
Release Date : 1999

An Empirical Investigation Of Asia Pacific Stock Markets written by Su-Chin Yang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Investments categories.

World Economic Outlook October 2018

DOWNLOAD
Author : International Monetary Fund. Research Dept.
language : en
Publisher: International Monetary Fund
Release Date : 2018-10-09

World Economic Outlook October 2018 written by International Monetary Fund. Research Dept. and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-09 with Business & Economics categories.

Global growth for 2018–19 is projected to remain steady at its 2017 level, but its pace is less vigorous than projected in April and it has become less balanced. Downside risks to global growth have risen in the past six months and the potential for upside surprises has receded. Global growth is projected at 3.7 percent for 2018–19—0.2 percentage point lower for both years than forecast in April. The downward revision reflects surprises that suppressed activity in early 2018 in some major advanced economies, the negative effects of the trade measures implemented or approved between April and mid-September, as well as a weaker outlook for some key emerging market and developing economies arising from country-specific factors, tighter financial conditions, geopolitical tensions, and higher oil import bills. The balance of risks to the global growth forecast has shifted to the downside in a context of elevated policy uncertainty. Several of the downside risks highlighted in the April 2018 World Economic Outlook (WEO)—such as rising trade barriers and a reversal of capital flows to emerging market economies with weaker fundamentals and higher political risk—have become more pronounced or have partially materialized. Meanwhile, the potential for upside surprises has receded, given the tightening of financial conditions in some parts of the world, higher trade costs, slow implementation of reforms recommended in the past, and waning growth momentum.

The Relationship Between Stock Market And Macroeconomic Policy Variables

DOWNLOAD
Author : Sisangile Nduna
language : en
Publisher:
Release Date : 2015

The Relationship Between Stock Market And Macroeconomic Policy Variables written by Sisangile Nduna and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.

Stock Returns And Macroeconomic Influences

DOWNLOAD
Author : Wan Mansor Mahmood
language : en
Publisher:
Release Date : 2007

Stock Returns And Macroeconomic Influences written by Wan Mansor Mahmood and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.

We examine the dynamics relationship between stock prices and economic variables in six Asian-Pacific selected countries of Malaysia, Korea, Thailand, Hong Kong, Japan, and Australia. The monthly data on stock price indices, foreign exchange rates, consumer price index and industrial production index that spans from January 1993 to December 2002 are used. In particular, we focus our analysis on the long run equilibrium and short run multivariate causality between these variables. The results indicate the existing of a long run equilibrium relationship between and among variables in only four countries, i.e., Japan, Korea, Hong Kong and Australia. As for short run relationship, all countries except for Hong Kong and Thailand show some interactions. The Hong Kong shows relationship only between exchange rate and stock price while the Thailand reports significant interaction only between output and stock prices. An accurate estimation of the relationship between the economic variables and stock market behaviour enables the investors - both local and foreign to make effective investment decisions. At the same time, for the policy makers, a precise prediction of this type of relationship may help government agencies in designing policies to encourage more capital inflows into the respective countries' capital market.

A Study About The Relationship Between The Macroeconomic Variables And The Stock Market Performance In Malaysia

DOWNLOAD
Author : LEE WAN CHING (TP038359)
language : en
Publisher:
Release Date : 2019

A Study About The Relationship Between The Macroeconomic Variables And The Stock Market Performance In Malaysia written by LEE WAN CHING (TP038359) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Foreign exchange rates categories.

Causal Relationship Between Stock Price And Macroeconomic Variables In Malaysia

DOWNLOAD
Author : Lee Hen Cheah
language : en
Publisher:
Release Date : 2006

Causal Relationship Between Stock Price And Macroeconomic Variables In Malaysia written by Lee Hen Cheah and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.

Long Run Equilibrium Relationship Between Macroeconomic Variables And Stock Returns

DOWNLOAD
Author : Wan-sing Hung (Bill)
language : en
Publisher:
Release Date : 1993

Long Run Equilibrium Relationship Between Macroeconomic Variables And Stock Returns written by Wan-sing Hung (Bill) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with East Asia categories.