Do stock returns respond to physical and transition climate risks? Evidence from emerging BRICS economies

A Saqib, I Hussain, S Mefteh-Wali - Journal of Environmental Management, 2024 - Elsevier
This study examines how stock market returns in emerging BRICS economies respond to
growing physical and transition climate risks. To capture the physical climate risk, we use the …

Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste

F Anuno, M Madaleno, E Vieira - Journal of Risk and Financial …, 2023 - mdpi.com
Timor-Leste is a new country still in the process of economic development and does not yet
have a capital market for stock and bond investments. These two asset classes have been …

[HTML][HTML] Impact of Indices on Stock Price Volatility of BRICS Countries During Crises: Comparative Study

NS Ruzgar - International Journal of Financial Studies, 2025 - mdpi.com
This study aims to identify the common indices having an impact on the SPV of BRICS
countries during crises. To address this, the monthly data retrieved from the database of the …

A causality investigation into stock prices and macroeconomic indicators in the Indian stock market

S Singh Chauhan, P Suri, D Nag, F Ali - F1000Research, 2024 - f1000research.com
Background of the study The systematic impact of macroeconomic variables on stock market
returns makes it crucial to comprehend the link between macroeconomic variables and the …

Linear and non-linear linkage between human capital and foreign direct investment inflows into APEC countries: an evidence from panel data

A Rahman, R Farooq, KA Chisti - SN Business & Economics, 2023 - Springer
This paper examines how human capital advancement affects FDI in 20 APEC members
from 1990 to 2019. Prior literature has studied the subject matter repeatedly without …

[PDF][PDF] Volatilite Endeksi (VIX) ve Kırılgan Beşli Ülkelerin Borsa Endeksleri Arasında Volatilite Etkileşimi

M Kutlu, D Türkoğlu - Aksaray Üniversitesi İktisadi ve İdari Bilimler …, 2023 - dergipark.org.tr
Bu çalışmada kırılgan beşli ülkeler ile VIX endeksi arasında asimetrik getiri ve volatilite
yayılımı araştırılmıştır. Kırılgan ülkelerin kırılganlıkları makroekonomik faktörler nedeniyle …

[PDF][PDF] Inspecting the influence of macroeconomic factors on stock returns: The case of Serbia

M Đaković, M Pjanić, M Inđić - Ekonomika preduzeća, 2023 - ses.org.rs
In many developed economies, a stable financial market is the basis for the growth and
development of a country's well-being. The movement of stock prices is, in many ways, a …

Empirical Analysis of Sustainable Performance in Relation to Stock Exchange Performance: Evidence from Romania

V Tiscenco, V Grosu, G Bădicu… - Studies and Scientific …, 2024 - sceco.ub.ro
Given the substantial advancements in worldwide financial markets and the sharp increase
in sustainability concerns, this article proposes an incursion into the empirical analysis of the …

The effects of Finnish macroeconomic variables on OMX Helsinki Small Cap Gross Index

J Aho - 2024 - lutpub.lut.fi
This thesis examines the short-and long-run relationship between various macroeconomic
variables and the small-cap stock market index of the OMX Helsinki Stock Exchange. In …

[PDF][PDF] The impact of macroeconomic factors and Covid-19 on the Bucharest Stock Exchange Trading Index

RP Mihalache - Romanian Journal of Economics, 2024 - revecon.ro
This paper investigates the impact of macroeconomic factors and COVID-19 on the
Romanian Stock Exchange using monthly data spanning from March 2020 to September …