Literatura académica sobre el tema "Economial model- Stock market"
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Artículos de revistas sobre el tema "Economial model- Stock market"
Zevallos, Mauricio y Carlos del Carpio. "Metal Returns, Stock Returns and Stock Market Volatility". Economia 38, n.º 75 (1 de agosto de 2015): 101–22. http://dx.doi.org/10.18800/economia.201501.003.
Texto completoShkolnyk, Inna, Serhiy Frolov, Volodymyr Orlov, Viktoriia Dziuba y Yevgen Balatskyi. "Influence of world stock markets on the development of the stock market in Ukraine". Investment Management and Financial Innovations 18, n.º 4 (24 de noviembre de 2021): 223–40. http://dx.doi.org/10.21511/imfi.18(4).2021.20.
Texto completoChi, Wei, Robert Brooks, Emawtee Bissoondoyal-Bheenick y Xueli Tang. "Classifying Chinese bull and bear markets: indices and individual stocks". Studies in Economics and Finance 33, n.º 4 (3 de octubre de 2016): 509–31. http://dx.doi.org/10.1108/sef-01-2015-0036.
Texto completoFu, Maggie Mei-Zhi, Kokkiang Tan, Ahmad Nadzri Rose y Banafsheh Samadi. "Spillover Effect of Chinese Export on New ASEAN-5 Stock Markets using Markov Regime Switching Model". International Journal of Advanced Business Studies 2, n.º 1 (1 de marzo de 2023): 53–64. http://dx.doi.org/10.59857/raod1747.
Texto completoKarolyi, G. Andrew y Ying Wu. "A New Partial-Segmentation Approach to Modeling International Stock Returns". Journal of Financial and Quantitative Analysis 53, n.º 2 (19 de marzo de 2018): 507–46. http://dx.doi.org/10.1017/s0022109017001016.
Texto completoHan, Shi-Zhuan, Li Zhang, Guang-Yu Han y Lei Wang. "The Three-factor Model and China’s Multiple Stock Markets". Journal of International Commerce, Economics and Policy 10, n.º 03 (octubre de 2019): 1950016. http://dx.doi.org/10.1142/s1793993319500169.
Texto completoOlotu, Samuel Ibukun. "A multivariate LSTM-based deep learning model for stock market prediction". Applied and Computational Engineering 2, n.º 1 (22 de marzo de 2023): 965–73. http://dx.doi.org/10.54254/2755-2721/2/20220602.
Texto completoBaumöhl, Eduard, Mária Farkašovská y Tomáš Výrost. "Stock Market Integration: DCC MV-GARCH Model". Politická ekonomie 58, n.º 4 (1 de agosto de 2010): 488–503. http://dx.doi.org/10.18267/j.polek.743.
Texto completoMoolman, E. y C. Du Toit. "An econometric model of the South African stock market". South African Journal of Economic and Management Sciences 8, n.º 1 (13 de enero de 2015): 77–91. http://dx.doi.org/10.4102/sajems.v8i1.1285.
Texto completoFatima, Nudrat, Muhammad Waqas, Rameez Hassan, Ahmad Fraz y Muhammad Arif. "Cash to Price Ratio & Stock Returns: Evidence from Emerging Markets". International Journal of Economics and Finance 9, n.º 11 (23 de octubre de 2017): 153. http://dx.doi.org/10.5539/ijef.v9n11p153.
Texto completoTesis sobre el tema "Economial model- Stock market"
Sharma, Amita. "Optimal portfolio selection contemplating risk propensity of investors in stock markets". Thesis, IIT Delhi, 2016. http://localhost:8080/xmlui/handle/12345678/7098.
Texto completoWan, Hakman Alberick. "On the agent market model of stock markets". Thesis, University of Sunderland, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.288016.
Texto completoAlshogeathri, Mofleh Ali Mofleh. "Macroeconomic determinants of the stock market movements: empirical evidence from the Saudi stock market". Diss., Kansas State University, 2011. http://hdl.handle.net/2097/11989.
Texto completoDepartment of Economics
Lance J. Bachmeier
This dissertation investigates the long run and short run relationships between Saudi stock market returns and eight macroeconomic variables. We investigate the ability of these variables to predict the level and volatility of Saudi stock market returns. A wide range of Vector autoregression (VAR) and generalized autoregressive conditional heteroskedasticity (GARCH) models estimated and interpreted. A Johansen-Juselius cointegration test indicates a positive long run relationship between the Saudi stock price index and the M2 money supply, bank credit, and the price of oil, and a negative long run relationship with the M1 money supply, the short term interest rate, inflation, and the U.S. stock market. An estimated vector error correction model (VECM) suggests significant unidirectional short run causal relationships between Saudi stock market returns and the money supply and inflation. The VECM also finds a significant long run causal relationship among the macroeconomic variables in the system. The estimated speed of adjustment indicates that the Saudi stock market converges to the equilibrium within half a year. Granger causality tests show no causal relationship between Saudi stock market returns and the exchange rate. Impulse response function analysis shows no significant relationship between Saudi stock market returns and the macroeconomic variables. Forecast error variance decompositions suggest that 89% of the variation in Saudi stock market returns is attributable to its own shock, which implies that Saudi stock market returns are largely independent of the macroeconomic variables in the system. Finally, a GARCH-X model indicates a significant relationship between volatility of Saudi stock returns and short run movements of macroeconomic variables. Implications of this study include the following. (i) Prediction of stock market returns becomes more difficult as the volatility of the macroeconomic variables increases in the short run. (ii) Investors should look at the systematic risks revealed by these macroeconomic variables when structuring their portfolios and diversification strategies. (iii) Policymakers should seek to minimize macroeconomic fluctuations considering the effect of macroeconomic variables changes on the stock market when formulating economic policy.
Cândido, Maria Teresa. "Financial market liquidity, asset pricing, and financial crises /". Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9914068.
Texto completoSundelius, Gustaf. "The Stock Market and Unemployment : The Cross-Section Volatility Model on Swedish data". Thesis, Uppsala University, Department of Economics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6407.
Texto completoEver since the evolvement of modern macroeconomics, theories without foundation in the
Keynesian view, such as Real Business Cycle (RBC) theories, have aimed for recognition.
The purpose of this paper is to examine whether the Cross-Section Volatility model (CSV), a
RBC-model developed by Laclair Brainard and David Cutler (1993) based on US data, holds
and demonstrates similar results applied on Swedish data. The CSV is constructed by
weighting volatility for a number of industry-indices in the stock market. Brainard and Cutler
(1993) find evidence that the CSV is an explanatory variable on US data for sectoral as well
as aggregate unemployment. The results of this paper cannot disclaim the findings of Brainard
and Cutler (1993) but rather suggest that the CSV-measure to a limited degree is an
explanatory variable to unemployment on Swedish data as well.
Truedsson, Christian. "Stock Markets and Real Economic Activity : Zooming out to show a broader picture using 12 EU Membership Countries". Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Nationalekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44007.
Texto completoPerez, Tomas Rene. "Oil Price and the Stock Market: A Structural VAR Model Identified with an External Instrument". Miami University / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=miami1595877677072786.
Texto completoYang, Juan. "Three essays on monetary policy, the financial market, and economic growth in the U.S. and China". [College Station, Tex. : Texas A&M University, 2006. http://hdl.handle.net/1969.1/ETD-TAMU-1030.
Texto completoJonasson, Jesper y Tobias Rosén. "The influence of real estate price fluctuations on real estate stocks : An analysis of Swedish asset classes". Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Nationalekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44330.
Texto completoAhmadin, Muhammad S. "ESSAYS ON THE VALUE OF A FIRM’S ECO-FRIENDLINESS IN THE FINANCIAL ASSET MARKET". UKnowledge, 2014. http://uknowledge.uky.edu/agecon_etds/31.
Texto completoLibros sobre el tema "Economial model- Stock market"
Santa Fe Institute (Santa Fe, N.M.), ed. Agent-based modeling: The Santa Fe Institute artificial stock market model revisited. Berlin: Springer, 2008.
Buscar texto completoFrancois-Serge, Lhabitant y Gregoriou Greg N. 1956-, eds. Stock market liquidity: Implications for market microstructure and asset pricing. Hoboken, NJ: J. Wiley & Sons, 2007.
Buscar texto completoArbuthnott, Andrew. Risk, return and seasonality: Evidence from the Irish stock market. Dublin: University College Dublin, 1993.
Buscar texto completoCampbell, John Y. By force of habit: A consumption-based explanation of aggregate stock market behavior. Cambridge, MA: National Bureau of Economic Research, 1994.
Buscar texto completoCampbell, John Y. By force of habit: A consumption-based explanation of aggregate stock market behavior. Philadelphia: Federal Reserve Bank of Philadelphia, Economic Research Division, 1994.
Buscar texto completoLevine, Ross. Stock markets, growth, and policy. [Washington, DC]: Country Economics Dept., World Bank, 1990.
Buscar texto completoCampbell, John Y. Consumption and the stock market: Interpreting international experience. Cambridge, MA: National Bureau of Economic Research, 1996.
Buscar texto completoPension systems, demographic change, and the stock market. Berlin: Springer, 2008.
Buscar texto completoVigna, Stefano Della. Attention, demographics, and the stock market. Cambridge, Mass: National Bureau of Economic Research, 2005.
Buscar texto completoVigna, Stefano Della. Attention, demographics, and the stock market. Cambridge, MA: National Bureau of Economic Research, 2005.
Buscar texto completoCapítulos de libros sobre el tema "Economial model- Stock market"
Li, Jiayin y Ruiting Yi. "Investigation of Asset Pricing Model on Stock Market". En Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022), 1045–51. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-052-7_117.
Texto completoBallestero, Enrique. "Using Compromise Programming in a Stock Market Pricing Model". En Lecture Notes in Economics and Mathematical Systems, 388–99. Berlin, Heidelberg: Springer Berlin Heidelberg, 2000. http://dx.doi.org/10.1007/978-3-642-57311-8_33.
Texto completoZhu, Yuxuan. "Comparison of SVM and ARIMA Model in Stock Market". En Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022), 928–34. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-036-7_137.
Texto completoTinyakova, Viktoria I., Alexandr N. Maloletko, Olga V. Kaurova, Marina V. Vinogradova y Anna A. Larionova. "Model of Evaluation of Influence of Globalization on the National Stock Market". En Contributions to Economics, 261–72. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-55257-6_35.
Texto completoArekar, Kirti, Rinku Jain y Surender Kumar. "Bayesian Estimation of Irregular Stochastic Volatility Model for Developed and Emerging Stock Market". En Finance & Economics Readings, 37–47. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-8147-7_3.
Texto completoCai, Ningrong, Danqing Song, Yiqing Zhang y Zhuoqun Zhang. "Fama French Three Factor Model in Chinese Stock Market during Covid-19". En Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022), 581–92. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-052-7_68.
Texto completoLee, Hao. "Does Stock Market Contribute to the Growth of Company? An Agent-Based Simulation of Industrial Model in Which Stock Markets and Product Markets Exist". En Agent-Based Approaches in Economic and Social Complex Systems VIII, 143–60. Tokyo: Springer Japan, 2015. http://dx.doi.org/10.1007/978-4-431-55236-9_11.
Texto completoLin, Jiahao, Yunyang Lu y Lulu Zhang. "Research on the Application of Minimum Variance Model and Utility Maximization Model in Stock Market Portfolio". En Proceedings of the 2022 2nd International Conference on Financial Management and Economic Transition (FMET 2022), 306–15. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-054-1_35.
Texto completoWei, Yue. "Reviewing on China Development on Stock Market Volatility Model for The Last 20 Years". En Proceedings of the 2022 4th International Conference on Economic Management and Cultural Industry (ICEMCI 2022), 535–42. Dordrecht: Atlantis Press International BV, 2023. http://dx.doi.org/10.2991/978-94-6463-098-5_60.
Texto completoConsoli, Sergio, Matteo Negri, Amirhossein Tebbifakhr, Elisa Tosetti y Marco Turchi. "Forecasting the IBEX-35 Stock Index Using Deep Learning and News Emotions". En Machine Learning, Optimization, and Data Science, 308–23. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-95467-3_23.
Texto completoActas de conferencias sobre el tema "Economial model- Stock market"
Liu, Zhiqiang y Qing Huang. "Market Competition and Stock Collapse Risk". En 2019 International Conference on Economic Management and Model Engineering (ICEMME). IEEE, 2019. http://dx.doi.org/10.1109/icemme49371.2019.00016.
Texto completoTasevska, Ivona. "EMPIRICAL RESEARCH ON THE INFORMATION EFFICIENCY OF THE MACEDONIAN STOCK EXCHANGE". En Economic and Business Trends Shaping the Future. Ss Cyril and Methodius University, Faculty of Economics-Skopje, 2022. http://dx.doi.org/10.47063/ebtsf.2022.0027.
Texto completoZheng, Zhongbin, Jinwu Fang y Tao Fu. "Stock Market Risk Measurement Based on QGARCH and Machine Learning Algorithm". En 2019 International Conference on Economic Management and Model Engineering (ICEMME). IEEE, 2019. http://dx.doi.org/10.1109/icemme49371.2019.00098.
Texto completoMarine, FJ, JC Bribiesca y A. Arrona-Palacios. "BEHAVIORAL APPROACH ON THE MEXICAN STOCK MARKET MODELED THROUGH PLSSEM". En The 7th International Conference on Education 2021. The International Institute of Knowledge Management, 2021. http://dx.doi.org/10.17501/24246700.2021.7121.
Texto completoGercekovich, David. "Us Stock Market Sliding Verification Of Profit-Risk Model". En Trends and Innovations in Economic Studies, Science on Baikal Session. European Publisher, 2020. http://dx.doi.org/10.15405/epsbs.2020.12.34.
Texto completoSu, Weiwei. "Research on the Linkage Between the Foreign Exchange Market of RMB and Chinese and American Stock Markets". En 2019 International Conference on Economic Management and Model Engineering (ICEMME). IEEE, 2019. http://dx.doi.org/10.1109/icemme49371.2019.00031.
Texto completoJablanovic, Vesna. "THE DOW JONES INDUSTRIAL AVERAGE (DJIA) STOCK MARKET INDEX AND THE CHAOTIC GROWTH MODEL". En Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.2020.113.
Texto completoBonelli, Marco I. "What Type of Asset is Bitcoin? An Answer from the Stock Market". En 2020 2nd International Conference on Economic Management and Model Engineering (ICEMME). IEEE, 2020. http://dx.doi.org/10.1109/icemme51517.2020.00211.
Texto completoTekin, Bilgehan y Seda Nur Bastak. "The Relationship of Stock Prices and Stock Market Performance Ratios in Companies Trading on Borsa Istanbul: An Application in Companies with the Highest Trading Volume". En International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02599.
Texto completoZhu, Haidan. "Study on the Influence of Stock Index Futures on the Volatility of Spot Market". En 2019 International Conference on Economic Management and Model Engineering (ICEMME). IEEE, 2019. http://dx.doi.org/10.1109/icemme49371.2019.00084.
Texto completoInformes sobre el tema "Economial model- Stock market"
López-Piñeros, Martha Rosalba, Norberto Rodríguez-Niño y Miguel Sarmiento. Política monetaria y flujos de portafolio en una economía de mercado emergente. Banco de la República de Colombia, mayo de 2022. http://dx.doi.org/10.32468/be.1200.
Texto completoTurner, Christopher, Richard Startz y Charles Nelson. A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market. Cambridge, MA: National Bureau of Economic Research, enero de 1989. http://dx.doi.org/10.3386/w2818.
Texto completoNaddafi, Rahmat, Göran Sundblad, Alfred Sandström, Lachlan Fetterplace, Jerker Vinterstare, Martin Ogonowski y Nataliia Kulatska. Developing management goals and associated assessment methods for Sweden’s nationally managed fish stocks : a project synthesis. Department of Aquatic Resources, Swedish University of Agricultural Sciences, 2023. http://dx.doi.org/10.54612/a.31cfjep2i0.
Texto completoСоловйов, В. М. y В. В. Соловйова. Моделювання мультиплексних мереж. Видавець Ткачук О.В., 2016. http://dx.doi.org/10.31812/0564/1253.
Texto completoBaratta, James N. Network-Centric Warfare and Information Technology: The Stock Market as a Historical Model. Fort Belvoir, VA: Defense Technical Information Center, febrero de 2000. http://dx.doi.org/10.21236/ada378505.
Texto completoBajari, Patrick y John Krainer. An Empirical Model of Stock Analysts' Recommendations: Market Fundamentals, Conflicts of Interest, and Peer Effects. Cambridge, MA: National Bureau of Economic Research, agosto de 2004. http://dx.doi.org/10.3386/w10665.
Texto completoHambrey, John, Paul Medley, Sue Evans, Crick Carlton, Carole Beaumont y Tristan Southall. Evidence gathering in support of sustainable Scottish inshore fisheries: work package (6) final report: integrating stock management considerations with market opportunities in the Scottish inshore fisheries sector – a pilot study. Marine Alliance for Science and Technology for Scotland (MASTS), 2015. http://dx.doi.org/10.15664/10023.24677.
Texto completoYasuhara, Tsuyoshi. Working Paper PUEAA No. 11. Profit Seeking Model and the Monetary Policy in Japan: cross-border asset holdings via Offshore Financial Centers. Universidad Nacional Autónoma de México, Programa Universitario de Estudios sobre Asia y África, 2022. http://dx.doi.org/10.22201/pueaa.009r.2022.
Texto completoGálvez, Julio y Gonzalo Paz-Pardo. Richer earnings dynamics, consumption and portfolio choice over the life cycle. Madrid: Banco de España, noviembre de 2022. http://dx.doi.org/10.53479/23686.
Texto completoGálvez, Julio y Gonzalo Paz-Pardo. Richer earnings dynamics, consumption and portfolio choice over the life cycle. Madrid: Banco de España, noviembre de 2022. http://dx.doi.org/10.53479/23706.
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