SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Causal relations among stock returns and macroeconomic variables in a small, open economy · Study

ArticleShelves

ArticleCausal relations among stock returns and macroeconomic variables in a small, open economy

Øystein Gjerde1999

Article1999

Causal relations among stock returns and macroeconomic variables in a small, open economy

Øystein Gjerde · Frode Sættem

289 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Monetary Policy and Economic Impact Financial Markets and Investment Strategies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 289 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1980Macroeconomics and Reality 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1986Economic Forces and the Stock Market 1977Asset returns and inflation 1981Stock Returns, Real Activity, Inflation, and Money

Cited by

2018What do we know about oil prices and stock returns?2010Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?2003Macroeconomic variables and the Malaysian equity market 2011Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea 2006Macroeconomic Variables and Stock Market Interactions: New Zealand Evidence 2012PENGARUH INFLASI, SUKU BUNGA, KURS, DAN PERTUMBUHAN PDB TERHADAP INDEKS HARGA SAHAM GABUNGAN

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Stock returns and inflation in Greece: A Markov switching approacharticle · 10 shared references 2004Stock Prices and Inflation: New Evidence from the Pacific-Basin Countriesarticle · 9 shared references 2006Economic variables and stock market returns: evidence from the Athens stock exchangearticle · 8 shared references 2007Fiscal policy and stock market efficiency: Evidence for the United Statesarticle · 8 shared references 2003Stock Prices, Inflation, and Output: Evidence from the Emerging Marketsarticle · 8 shared references 2000Stock prices and domestic and international macroeconomic activity: a cointegration approacharticle · 7 shared references

Details

Year1999

Typearticle

Published1999-01-01

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations289

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/s1042-4431(98)00036-5

openalex_workW1969955087

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2007Wavelet analysis of stock returns and aggregate economic activity

2013The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data