Macroeconomic variables and stock market performance: Testing for dynamic linkages with a known structural break

Savings and Development

Volumn 32, Issue 1, 2008, Pages 77-102

  Rashid, Abdul ^a  

^a INTERNATIONAL ISLAMIC UNIVERSITY   (Pakistan)

Author keywords

Additive outlier model; Economic activity; Exchange rates; Industrial output; Interest rates; Prices; Stock returns; Structural breaks

Indexed keywords

COINTEGRATION ANALYSIS; ECONOMIC ACTIVITY; ERROR ANALYSIS; ESTIMATION METHOD; EXCHANGE RATE; GRANGER CAUSALITY TEST; INTEREST RATE; MACROECONOMICS; MODELING; PERFORMANCE ASSESSMENT; PRICE DYNAMICS; STOCK MARKET;

ASIA; EURASIA; PAKISTAN; SOUTH ASIA;

EID: 53949120861     PISSN: 03934551     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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