Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach
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- George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong, 2013. "Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach," EERI Research Paper Series EERI RP 2013/01, Economics and Econometrics Research Institute (EERI), Brussels.
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Cited by:
- Md. Abu HASAN, 2017. "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, vol. 4(2), pages 239-249, June.
- Imhotep Paul Alagidede & Gideon Boako & Bo Sjo, 2021. "African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 288-315, April.
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Keywords
Bandwidth; stock exchange; local-linear kernel regression; nonparametric.;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G00 - Financial Economics - - General - - - General
- O55 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Africa
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