Causality Tests Of The Real Stock Return-Real Activity Hypothesis
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Citations
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Cited by:
- Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019.
"China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?,"
International Economics, Elsevier, vol. 159(C), pages 121-139.
- Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, CEPII research center, issue 159, pages 121-139.
- Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019. "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," Post-Print hal-02408713, HAL.
- Jay Choi, Jongmoo & Hauser, Shmuel & Kopecky, Kenneth J., 1999. "Does the stock market predict real activity? Time series evidence from the G-7 countries," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1771-1792, December.
- Jiranyakul, Komain, 2009.
"Economic Forces and the Thai Stock Market, 1993-2007,"
MPRA Paper
45582, University Library of Munich, Germany.
- Jiranyakul, Komain, 2009. "Economic Forces and the Thai Stock Market, 1993-2007," MPRA Paper 57368, University Library of Munich, Germany.
- Komain Jiranyakul, 2013. "The Predictive Role of Stock Market Return for Real Activity in Thailand," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(3), pages 317-328, March.
- Nauro F. Campos & Jan Hanousek & Randall K. Filer, 1999.
"Do Stock Markets Promote Economic Growth?,"
CERGE-EI Working Papers
wp151, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001. "Do Stock Markets Promote Economic Growth?," Finance 0012006, University Library of Munich, Germany.
- Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999. "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series 267, William Davidson Institute at the University of Michigan.
- Muhammad Kamran Khan & Jian-Zhou Teng & Javed Pervaiz & Sunil Kumar Chaudhary, 2017.
"Nexuses between Economic Factors and Stock Returns in China,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(9), pages 182-191, September.
- Khan, Muhammad Kamran & Teng, Jian -Zhou & Parviaz, Javed & Chaudhary, Sunil Kumar, 2017. "Nexuses between economic factors and stock returns in China," MPRA Paper 81017, University Library of Munich, Germany, revised 21 Aug 2017.
- Komain Jiranyakul, 2013.
"The Predictive Role of Stock Market Return for Real Activity in Thailand,"
Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(3), pages 317-328.
- Jiranyakul, Komain, 2012. "The Predictive Role of Stock Market Return for Real Activity in Thailand," MPRA Paper 45670, University Library of Munich, Germany.
- Numan Ülkü & Kexing Wu, 2023. "Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(5), pages 1-25, September.
- Lyócsa, Štefan, 2014. "Growth-returns nexus: Evidence from three Central and Eastern European countries," Economic Modelling, Elsevier, vol. 42(C), pages 343-355.
- Jamal Bouoiyour & Refk Selmi, 2016.
"The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis,"
Working papers of CATT
hal-01880323, HAL.
- Jamal Bouoiyour & Refk Selmi, 2016. "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working Papers hal-01880323, HAL.
- Ozlem Goktas & Aycan Hepsag, 2011. "Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis," Economics Bulletin, AccessEcon, vol. 31(3), pages 2117-2127.
- Los, Cornelis A., 2006.
"System identification in noisy data environments: An application to six Asian stock markets,"
Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1997-2024, July.
- Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance 0410005, University Library of Munich, Germany.
- Numan Ülkü & Duminda Kuruppuarachchi, 2015. "Stock Market's Response to Real Output Shocks: Connection Restored but Delayed," International Review of Finance, International Review of Finance Ltd., vol. 15(4), pages 613-622, December.
- Tsouma, Ekaterini, 2009. "Stock returns and economic activity in mature and emerging markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 668-685, May.
- Domian, Dale L. & Louton, David A., 1997. "A threshold autoregressive analysis of stock returns and real economic activity," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 167-179.
- Orawan Ratanapakorn & Subhash C Sharma, 2002. "Interrelationships among regional stock indices," Review of Financial Economics, John Wiley & Sons, vol. 11(2), pages 91-108.
- Jamal Bouoiyour & Refk Selmi, 2016.
"The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis,"
Working Papers
hal-01880323, HAL.
- Jamal BOUOIYOUR & Refk SELMI, 2016. "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working Papers 2015-2016_7, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised May 2016.
- Jamal Bouoiyour & Refk Selmi, 2016. "The responses of BRICS Equities to China's Slowdown: A Multi-Scale Causality Analysis," Working papers of CATT hal-01880323, HAL.
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