SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries
16 references·1 citing·32 second hop
Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries (1997)Stock Market and Macroeconomic Policies: …Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEfficient Capital Markets: II (1991)Efficient Capital Markets: IIA Comparative Analysis of the Daily Behavior of Stock Returns: Japan, the Us and the Asian Nics (1991)A Comparative Analysis of the…Stock Returns, Money, and Fiscal Deficits (1990)Stock Returns, Money, and Fis…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…On Fiscal Policy and the Stock Market (1988)On Fiscal Policy and the Stoc…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1985)Lag-Length Selection and Test…Lag-Length Selection and Tests of Granger Causality Between Money and Income (1984)Lag-Length Selection and Test…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…STOCK RETURNS, MONEY SUPPLY AND THE DIRECTION OF CAUSALITY (1977)STOCK RETURNS, MONEY SUPPLY A…Economics: principles and policy (1963)Economics: principles and pol…Impact of Macroeconomic Policies on the Ghana Stock Exchange: A Cointegration Analysis (2013)Impact of Macroeconomic Polic…MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)The theory and practice of econometrics (1986)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)On the temporal causal relationship between energy consumption, real income, and prices: Some new evidence from Asian-energy dependent NICs Based on a multivariate cointegration/vector error-correction approach (1997)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship* (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)An Anatomy of Trading Strategies (1998)Inefficient Markets (2000)Short-sale constraints and stock returns (2002)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1991Efficient Capital Markets: II1,271 cited
  • 1984Lag-Length Selection and Tests of Granger Causality Between Money and Income324 cited
  • 1985Lag-Length Selection and Tests of Granger Causality Between Money and Income285 cited
  • 1963Economics: principles and policy264 cited
  • 1977STOCK RETURNS, MONEY SUPPLY AND THE DIRECTION OF CAUSALITY133 cited
  • 1990Stock Returns, Money, and Fiscal Deficits115 cited
  • 1988On Fiscal Policy and the Stock Market89 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1991A Comparative Analysis of the Daily Behavior of Stock Returns: Japan, the Us and the Asian Nics58 cited
  • Cited by

    • 2013Impact of Macroeconomic Policies on the Ghana Stock Exchange: A Cointegration Analysis11 cited