Toward Indonesia Composite Index. This research aims to investigate empirically the effect
of selected macroeconomic variables, ie, inflation rate, Bank Indonesia Certificate rate, the …

The paper investigates the time-varying correlation between stock market prices and oil
prices for oil-importing and oil-exporting countries. A DCC-GARCH-GJR approach is …

The key objective of this study is to shed light on the relationship between the stock market
and macroeconomic factors in two emerging economies (Egypt and Tunisia) for the period …

The relationship between macroeconomic variables and stock market returns is, by now,
well-documented in the literature. However, a void in the literature relates to examining the …

This paper examines the relationship among consumer price index, industrial production,
stock market and oil prices in Greece. Initially we use a unified statistical framework …

This study is an attempt to determine the relationship between macroeconomic variables
and the Nigerian capital market index. It considers the yearly data of several macroeconomic …

Gold was one of the first metals humans excavated. Gold as an asset has a hybrid nature: it
is a commodity used in many industries but also it has maintained throughout history a …

The paper analyzes long term relationship between BSE and macroeconomic variables, vis-
à-vis, change in exchange rate, foreign exchange reserve, inflation rate and gold price. The …

Investment decisions are highly influenced by macroeconomic variables as changes in
macroeconomic variables effect stock markets differently according to the country economic …

This paper uses an international multi-factor model in order to investigate the relationship
between oil price risk and stock market returns for the emerging capital markets of the …