[图书][B] Contemporary issues in behavioral finance

S Grima, E Özen, H Boz, J Spiteri, E Thalassinos - 2019 - emerald.com
Analysis, edition CSEF101 includes studies on Contemporary Behavioral Issues, mainly by
authors invited from participants in the International Applied Social Science Congress (C …

Fiscal policy shocks and the dynamics of asset prices: The South African experience

GC Aye, M Balcilar, R Gupta, C Jooste… - Public Finance …, 2014 - journals.sagepub.com
This study assesses how fiscal policy affects the dynamics of asset markets, using Bayesian
vector autoregressive models. We use sign restrictions to identify government revenue and …

Interaction among stock prices and monetary variables in Pakistan

G Abbas, DG McMillan - International Journal of Monetary …, 2014 - inderscienceonline.com
The interaction between stock market and monetary variables in Pakistan using monthly
data for the last 20 years is examined. The Johansen co-integration approach is utilised to …

Monetary Policy and Stock Market Interaction: International Evidence

S Saini, S Sehgal - The Indian Economic Journal, 2023 - journals.sagepub.com
This article investigates monetary policy and stock market interaction across 41 developed
and developing economies using GMM-Panel VAR model. The analysis is undertaken in …

Do stock prices impact consumption and interest rate in South Africa? Evidence from a time-varying vector autoregressive model

GC Aye, R Gupta, MP Modise - Journal of Emerging Market …, 2015 - journals.sagepub.com
This article investigates the existence of spillovers from stock prices onto consumption and
the interest rate for South Africa using a time-varying parameter vector autoregressive (TVP …

[PDF][PDF] Exchange rate volatility and stock prices of companies listed on Nairobi Securities Exchange, Kenya

AO Onyango - Unpublished PhD Thesis, University of Nairobi, 2018 - ir-library.ku.ac.ke
This thesis is my original work and has not been presented to any other University for a
degree award. All the information from other sources has been appropriately acknowledged …

A time-varying approach to analysing fiscal policy and asset prices in South Africa

R Gupta, C Jooste, K Matlou - Journal of Financial Economic Policy, 2014 - emerald.com
Purpose–This paper aims to study the interplay of fiscal policy and asset prices in a time-
varying fashion. Design/methodology/approach–Using South African data since 1966, the …

How does governance help world stock market development?

T Eldomiaty, R Hammam, Y Said… - Contemporary Issues in …, 2019 - emerald.com
This chapter offers an empirical examination of the impact of World Governance indicators
(WGIs) on stock market development. The understanding is based on the premise of …

[PDF][PDF] The Interaction between Interest Rates and Stock Returns: A Comparison between China and US

H Chen, D Hu - 2015 - lup.lub.lu.se
The relationship between monetary policy and stock market has been discussed since
1970s, but it is still one of the hot topics due to the changing market condition over time …

Are interest rates alone enough to understand stock returns in the Islamic Republic of Pakistan?

I Badshah, M Ahmad, KH Jaber - International Journal of …, 2019 - inderscienceonline.com
The purpose of this paper is to understand the volatility of interest rates and the relationship
between interest rates and stock returns under three political regimes in Pakistan. The …