... Financial development Financial institutions Financial markets Sectors The ARDL approach C22 G20 O13 O14 The Financial Institutions Index has shown an increasing trend throughout the 2000s, whereas the Financial Markets Index increased until the early 2000s and then remained relatively...

... revenues policy Oman C22 C23 H2 Economists assert that tax revenues play a fundamental role in shaping the economic landscape of any country; in particular, the significance of such earnings is pronounced in oil-dependent countries such as Oman, where the oil tax revenues consists...

... EPU India Quantile regression Stock market C22 E44 G11 G12 G18 Economic uncertainty has been rising in recent years due to numerous factors, such as political instability, geopolitical tensions, trade disputes and other global events. It is also influenced by the decisions...

... at: joshua.hall@mail.wvu.edu 19 12 2023 21 01 2024 21 01 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Financial markets Asset pricing Time-series models C22 E21 E32 G12 G14 The challenge of predicting changes...

... at: thien.tq@vlu.edu.vn Insurance market Economic development ARDL Asymmetric effect Vietnam C22 E44 G22 O16 In any modern economies, insurance plays a vital and significant role as it can act as an essential financial intermediary to enable economic transactions through risk...

... Stock market indices C22 C58 G10 Rapid globalization, sophisticated trading technologies and advanced means of communication have facilitated financial integration across the world. Investors seeking to maximize profits and minimize risk have access to a wide range of stock markets...

.... Econometrics Financial markets and the macroeconomy Financial economics Economic risk Financial risk and China Wavelet coherence Toda Yamamoto causality O47 O11 C22 C58 It is important for policymakers to know whether there is any causal linkage between financial risk (FR) and economic...

... Time series analysis C22 R31 In our study, therefore, we use the theoretical model of Arestis and Karakitsos (2007) , adapted to China’s context by incorporating factors unique to the Chinese housing market. The following agents interact in the theoretical model: households...

... 4 presents the data and the empirical methodology; Section 5 discusses the empirical results; and Section 6 concludes the paper. Financial markets and the macroeconomy Financial economics Macroeconomic drivers Determinants Stock market development Hong Kong ARDL bounds testing C22...

... integration Gross capital formation Current account balance Economic engagement C22 E44 G23 As global financial markets become increasingly integrated, the domestic risk becomes diversifiable; thus, expected returns are mainly driven by global risk factors. Financial market integration...

...-use rights only Inflation Firm performance Business fluctuations Econometric and statistical methods C12 C22 E02 L25 In addition, Hailegebreal (2016) also alluded to the importance of macroeconomic factors by showing that GDP growth and firm performance are positively...

... Licensed re-use rights only Insurance India Banks Time series Banking Co-integration Economic growth Causality C22 G21 G22 O4 With this, insurance sector also helps in alleviating the credit risk of banks as a result of which banks find themselves capable of investing...

... Inflation expectation Recession expectation B22 C22 C3 D84 where Γ_t captures fluctuations inherent in GDP growth. Uncertainty variable derived using this framework is subsequently employed in empirical analysis, examining its impact on risk premium on lending...

... Publishing Limited Licensed re-use rights only Monetary policy Macroeconomics and monetary economics Time-series models C22 E52 G10 x t + = ∑ j = 1 t Δ x j + = ∑ j = 1 t max ⁡ ( Δ x j , 0 ) ,   x t − = ∑ j = 1 t Δ...

... C22 The rest of the paper is organized as follows. In the next section, we provide a brief review of related research. The pattern of public and private investment in India are presented in Section 3. Model specification and data source are presented in Section 4. The results are presented...

... as in equation (2) below: Equation 2 Economic integration Financial aspects of economic integration C22 F36 G15 Financial integration between East and Southeast Asian countries has burgeoned, as these two blocks began to initiate ASEAN+3[ 1 ] financial cooperation and integration. Under ASEAN...