메뉴 건너뛰기




Volumn 3, Issue , 2009, Pages

On the causal relationships between monetary, financial and real macroeconomic variables: Evidence from central and Eastern Europe

Author keywords

Central and Eastern Europe; Cointegration; Granger causality; Innovation accounting techniques; Macroeconomic variables; Stock prices

Indexed keywords


EID: 70149085826     PISSN: 0424267X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (23)

References (18)
  • 1
    • 40749118049 scopus 로고    scopus 로고
    • The Dynamic Relationship and Pricing of Stocks and Exchange Rates: Empirical Evidence from Asian Emerging Markets
    • Doong, Shuh-Chyi, Yang, Sheng-Yung, Wang, Alan T. (2005), The Dynamic Relationship and Pricing of Stocks and Exchange Rates: Empirical Evidence from Asian Emerging Markets, Journal of American Academy of Business, 7, 1, 118-123;
    • (2005) Journal of American Academy of Business , vol.7 , Issue.1 , pp. 118-123
    • Doong, S.-C.1    Yang, S.-Y.2    Wang, A.T.3
  • 3
    • 84977707061 scopus 로고
    • Stock Returns, Expected Returns, and Real Activity
    • Fama, E.F (1990), Stock Returns, Expected Returns, and Real Activity, Journal of Finance, 45, 4, 1089-1108;
    • (1990) Journal of Finance , vol.45 , Issue.4 , pp. 1089-1108
    • Fama, E.F.1
  • 4
    • 84887152288 scopus 로고
    • Money and the Stock Market
    • Friedman, M. (1988), Money and the Stock Market, Journal of Political Economy, 96, 2, 1-17;
    • (1988) Journal of Political Economy , vol.96 , Issue.2 , pp. 1-17
    • Friedman, M.1
  • 7
    • 0042225607 scopus 로고    scopus 로고
    • Cointegration and Granger Causality Tests on Stock Price and Exchange Rate Interactions in Malaysia
    • Ibrahim, M. H. (2000), Cointegration and Granger Causality Tests on Stock Price and Exchange Rate Interactions in Malaysia, ASEAN Economic Bulletin, 17, 1, 36-47;
    • (2000) ASEAN Economic Bulletin , vol.17 , Issue.1 , pp. 36-47
    • Ibrahim, M.H.1
  • 8
    • 84981621724 scopus 로고
    • Determination of Cointegration Rank in the Presence of a Linear Trend
    • Johansen, S. (1992), Determination of Cointegration Rank in the Presence of a Linear Trend, Oxford Bulletin of Economics and Statistics, 54, 3, 383-397;
    • (1992) Oxford Bulletin of Economics and Statistics , vol.54 , Issue.3 , pp. 383-397
    • Johansen, S.1
  • 9
    • 84981579311 scopus 로고
    • The Full Information Maximum Likelihood Procedure for Inference on Cointegration with Applications to the Demand for Money
    • Johansen, S. and Juselius, K. (1990), The Full Information Maximum Likelihood Procedure for Inference on Cointegration with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics, 52, 2, 169-210;
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , Issue.2 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 10
    • 0000419191 scopus 로고
    • Relative Importance of Economic Factors in the US and Japanese Stock Markets
    • Kaneko, T., Lee, B.S. (1995), Relative Importance of Economic Factors in the US and Japanese Stock Markets, Journal of the Japanese and International Economies, 9, 3, 290-307;
    • (1995) Journal of the Japanese and International Economies , vol.9 , Issue.3 , pp. 290-307
    • Kaneko, T.1    Lee, B.S.2
  • 11
    • 0342274889 scopus 로고
    • Techniques of Forecasting Using Vector Autoregressions
    • Federal Reserve Bank of Minneapolis
    • Litterman, R.B. (1979), Techniques of Forecasting Using Vector Autoregressions, Working paper 115, Federal Reserve Bank of Minneapolis;
    • (1979) Working Paper , vol.115
    • Litterman, R.B.1
  • 12
    • 85015385864 scopus 로고    scopus 로고
    • Stock Prices Response to Real Economic Variables: The Case of Germany
    • Merikas, A.G., Merika, A.A. (2006), Stock Prices Response to Real Economic Variables: the Case of Germany, Managerial Finance, 32, 5, 446-450;
    • (2006) Managerial Finance , vol.32 , Issue.5 , pp. 446-450
    • Merikas, A.G.1    Merika, A.A.2
  • 13
    • 84994198928 scopus 로고
    • Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model
    • Mukherjee, T.K., Naka, A. (1995), Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model, Journal of Financial Research, 18, 2, 223-237;
    • (1995) Journal of Financial Research , vol.18 , Issue.2 , pp. 223-237
    • Mukherjee, T.K.1    Naka, A.2
  • 15
    • 49549135545 scopus 로고
    • The Arbitrage Theory of Capital Asset Pricing
    • Ross, S.A. (1976), The Arbitrage Theory of Capital Asset Pricing, Journal of Economic Theory, 12, 3, 341-360;
    • (1976) Journal of Economic Theory , vol.12 , Issue.3 , pp. 341-360
    • Ross, S.A.1
  • 16
    • 67849135016 scopus 로고    scopus 로고
    • Modelling the Relationship between Foreign Direct Investment and Economic Growth
    • ASE Publishing House, Bucharest
    • Ruxanda, G., Stoian, A. (2008), Modelling the Relationship between Foreign Direct Investment and Economic Growth, Economic Computation and Economic Cybernetics Studies and Research, Vol. 42, No. 3-4, 49-62; ASE Publishing House, Bucharest;
    • (2008) Economic Computation and Economic Cybernetics Studies and Research
    • Ruxanda, G.1    Stoian, A.2
  • 17
    • 0036217967 scopus 로고    scopus 로고
    • Stock Market and Macroeconomic Fundamental Dynamic Interactions: Asean-5 Countries
    • Wongpangpo, P., Sharma, S.C. (2002), Stock Market and Macroeconomic Fundamental Dynamic Interactions: Asean-5 Countries, Journal of Asian Economics, 13, 1, 27-51;
    • (2002) Journal of Asian Economics , vol.13 , Issue.1 , pp. 27-51
    • Wongpangpo, P.1    Sharma, S.C.2
  • 18
    • 70849124698 scopus 로고    scopus 로고
    • Analysis of Macroeconomic Production Functions for Romania (Part one - the time-series approach)
    • ASE Publishing House, Bucharest
    • Zaman, G., Goschin, Z. (2007), Analysis of Macroeconomic Production Functions for Romania (Part one - the time-series approach)", Economic Computation and Economic Cybernetics Studies and Research, Vol.41, No. 1-2, ASE Publishing House, Bucharest.;
    • (2007) Economic Computation and Economic Cybernetics Studies and Research
    • Zaman, G.1    Goschin, Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.