The Role of Stock Markets in Current Account Dynamics: Evidence from the United States
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- Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017.
"The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach,"
Open Economies Review, Springer, vol. 28(1), pages 47-59, February.
- Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers 201612, University of Pretoria, Department of Economics.
- Komain Jiranyakul, 2017.
"Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand,"
Business and Economic Research, Macrothink Institute, vol. 7(2), pages 163-177, December.
- Jiranyakul, Komain, 2016. "Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand," MPRA Paper 74901, University Library of Munich, Germany.
- Kitamura, Yoshihiro, 2009. "The current account and stock returns," Research in International Business and Finance, Elsevier, vol. 23(3), pages 302-321, September.
- Kollmann, Robert, 2006. "International Portfolio Equilibrium and the Current Account," CEPR Discussion Papers 5512, C.E.P.R. Discussion Papers.
- Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2018.
"Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(4), pages 795-806, October.
- Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015. "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013," Working Papers 2015100, University of Pretoria, Department of Economics.
- Middendorf, Torge & Schmidt, Torsten, 2004. "Characterizing Movements of the U.S. Current Account Deficit," RWI Discussion Papers 24, RWI - Leibniz-Institut für Wirtschaftsforschung.
- Torsten Schmidt & Torge Middendorf, 2004. "Characterizing Movements of the U.S. Current Account Deficit," RWI Discussion Papers 0024, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
- Chen Kuo, 2013. "Is the liberalization policy effective on improving bivariate cointegration of current accounts, foreign exchange, stock prices? Further evidence from Asian markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(4), pages 1923-1941, June.
- Luqman SAFDAR, 2014. "The relationship between twin deficit and stock market: An ARDL approach from Pakistan," EuroEconomica, Danubius University of Galati, issue 1(33), pages 109-121, May.
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Keywords
WP; net income; current account; stock markets; fundamental equation; U.S. data; forecasting; current account dynamics; equation of the current account; current account development; current account granger; savings choice; consumption literature; current account data; Stocks; Consumption; Futures markets; Global;All these keywords.
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