The Impact of the Macroeconomic Factors on the Bucharest Stock Exchange during the Latest Crisis
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Khaled Hussainey & Le Khanh Ngoc, 2009. "The impact of macroeconomic indicators on Vietnamese stock prices," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 10(4), pages 321-332, August.
- Fama, Eugene F, 1981. "Stock Returns, Real Activity, Inflation, and Money," American Economic Review, American Economic Association, vol. 71(4), pages 545-565, September.
- Cumhur Erdem & Cem Kaan Arslan & Meziyet Sema Erdem, 2005. "Effects of macroeconomic variables on Istanbul stock exchange indexes," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 987-994.
- Mukherjee, Tarun K & Naka, Atsuyuki, 1995. "Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(2), pages 223-237, Summer.
- Tarun K. Mukherjee & Atsuyuki Naka, 1995. "Dynamic Relations Between Macroeconomic Variables And The Japanese Stock Market: An Application Of A Vector Error Correction Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(2), pages 223-237, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Animesh Bhattacharjee & Joy Das, 2021. "Investigating the Long-run and the Short-run Relationship Between Domestic Macroeconomic Forces and Indian Equity Market: Evidence Based on ARDL Bounds Testing Approach," Paradigm, , vol. 25(1), pages 61-76, June.
- Jiranyakul, Komain, 2009.
"Economic Forces and the Thai Stock Market, 1993-2007,"
MPRA Paper
57368, University Library of Munich, Germany.
- Jiranyakul, Komain, 2009. "Economic Forces and the Thai Stock Market, 1993-2007," MPRA Paper 45582, University Library of Munich, Germany.
- Charles K.D. Adjasi, 2009. "Macroeconomic uncertainty and conditional stock-price volatility in frontier African markets: Evidence from Ghana," Journal of Risk Finance, Emerald Group Publishing, vol. 10(4), pages 333-349, August.
- Hunjra, Ahmed Imran & Chani, Muhammad Irfan & Ijaz, Muhammad Shahzad & Farooq, Muhammad & Khan, Kamran, 2014. "The Impact of Macroeconomic Variables on Stock Prices in Pakistan," MPRA Paper 60791, University Library of Munich, Germany.
- Molefhi, Koketso, 2021. "The Impact of Macroeconomic Variables on Capital Market Development in Botswana’s Economy," African Journal of Economic Review, African Journal of Economic Review, vol. 9(2), April.
- Kuwornu, John K.M., 2012. "Effect of Macroeconomic Variables on the Ghanaian Stock Market Returns: A Co-integration Analysis," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(2), pages 1-12, June.
- Martin Širůček, 2012.
"Effect of money supply on the Dow Jones Industrial Average stock index,"
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(2), pages 399-408.
- Sirucek, Martin, 2012. "Effect of money supply on the Dow Jones Industrial Average stock index," MPRA Paper 68167, University Library of Munich, Germany, revised 2012.
- Miras, Hassan & Masih, Mansur, 2017. "Stock returns and macroeconomic factors in an emerging economy: Malaysian evidence," MPRA Paper 101229, University Library of Munich, Germany.
- Tania Morris & Jules Comeau, 2020. "Portfolio creation using artificial neural networks and classification probabilities: a Canadian study," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 133-163, June.
- Ruqayya Aljifri, 2020. "The Macroeconomy, Oil and the Stock Market: A Multiple Equation Time Series Analysis of Saudi Arabia," Economics Discussion Papers em-dp2020-27, Department of Economics, University of Reading.
- Pramod Kumar, Naik & Puja, Padhi, 2012. "The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data," MPRA Paper 38980, University Library of Munich, Germany.
- Ditimi Amassoma & O. Adeleke, 2018. "Testing for the Causality between Interest Rate and Stock Market Performance in Nigeria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 109-124.
- Cumhur Erdem & Cem Kaan Arslan & Meziyet Sema Erdem, 2005. "Effects of macroeconomic variables on Istanbul stock exchange indexes," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 987-994.
- Konrad Farrugia & Janice Duca & Peter J. Baldacchino & Simon Grima, 2021. "The Relationship between Inflation and Stock Returns in a Small Island State: An Analysis," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 11(2), pages 51-78.
- Yoke Yue Kan, 2017. "Macroeconomic environment of bull markets in Malaysia," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(1), pages 72-96, February.
- GIRI A. K. & JOSHI Pooja, 2017. "The Impact Of Macroeconomic Indicators On Indian Stock Prices: An Empirical Analysis," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 12(1), pages 61-78, April.
- Siew-Pong Cheah & Thian-Hee Yiew & Cheong-Fatt Ng, 2017. "A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia," Economics Bulletin, AccessEcon, vol. 37(1), pages 336-346.
- Syed Kamran Ali Haider & Shujahat Haider Hashmi & Ishtiaq Ahmed, 2017. "Systematic Risk Factors And Stock Return Volatility," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 11(1-2), September.
- Ahmad Hamidi, Hakimah Nur & Khalid, Norlin & Abdul Karim, Zulkefly, 2018. "Revisiting Relationship Between Malaysian Stock Market Index and Selected Macroeconomic Variables Using Asymmetric Cointegration," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(1), pages 311-319.
- Endang Mahpudin, 2020. "The Effect of Macroeconomics on Stock Price Index in the Republic of China," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 228-236.
More about this item
Keywords
Bucharest Stock Exchange; macroeconomic factors; stock market indices; Ukrainian war; Covid-19 pandemic;All these keywords.
JEL classification:
- B22 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Macroeconomics
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rej:journl:v:26:y:2023:i:86:p:54-66. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Radu Lupu (email available below). General contact details of provider: https://edirc.repec.org/data/frasero.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.