Methodologies in various papers
| Name of the authors | Year | Model used and period of study | Purpose of study | Results |
|---|---|---|---|---|
| Sampene et al. | 2021 | Johansen Multivariate Cointegration Method(2000–2019) | Relationship between Interest rate, rate of Inflation, Exchange rate and Money Supply and stock market index | Significant long run co-integration among interest rates and Ghana Composite stock index |
| Chaudhary, Bakhshi and Gupta | 2020 | Generalized Autoregressive Conditional Heteroscedasticity (GARCH) (January–June2020) | Impact of COVID 19 on return and volatility of stock market | Positive and significant impact found in all the indices in the market |
| Ahmed | 2008 | Johansen`s approach of co-integration and Toda and Yamamoto Granger causality test (March 1995–March 2007) | Relationship between stock market prices and key macroeconomic variables | Interest rate seems to lead stock prices |
| Aggrawal and Agarwal | 2017 | Granger Causality Model and Johansen`s approach of co-integration test(January 2008 to December 2013) | Relationship between interest rates and stock markets | Interest rates and stock markets move together in long run |
| Yadav et al. | 2021 | Vector Error Correction Model and Cointegration test(2000–2020) | Relationship between stock market prices and key macroeconomic variables | There is a long run association between macroeconomic variables and stock markets |
| Sun and Yang | 2018 | Markov switching vector auto regression (MS-VAR) model | Identification of asymmetric effects of China’s monetary policies on stock markets | China’s monetary policy has stronger effects on the bull market than bear market |
| William M. Briggs | 2023 | Bayesian modelling | Classical economic problems | Partial solution to replication crisis |
| Anita Kalia | 2024 | Bayesian regression | Relationship between promoter’s share pledging and company’s dividend payout policy | Significant negative association promoter’s share pledging and company’s dividend payout policy |
| Name of the authors | Year | Model used and period of study | Purpose of study | Results |
|---|---|---|---|---|
| Sampene | 2021 | Johansen Multivariate Cointegration Method(2000–2019) | Relationship between Interest rate, rate of Inflation, Exchange rate and Money Supply and stock market index | Significant long run co-integration among interest rates and Ghana Composite stock index |
| Chaudhary, Bakhshi and Gupta | 2020 | Generalized Autoregressive Conditional Heteroscedasticity (GARCH) (January–June2020) | Impact of COVID 19 on return and volatility of stock market | Positive and significant impact found in all the indices in the market |
| Ahmed | 2008 | Johansen`s approach of co-integration and Toda and Yamamoto Granger causality test (March 1995–March 2007) | Relationship between stock market prices and key macroeconomic variables | Interest rate seems to lead stock prices |
| Aggrawal and Agarwal | 2017 | Granger Causality Model and Johansen`s approach of co-integration test(January 2008 to December 2013) | Relationship between interest rates and stock markets | Interest rates and stock markets move together in long run |
| Yadav | 2021 | Vector Error Correction Model and Cointegration test(2000–2020) | Relationship between stock market prices and key macroeconomic variables | There is a long run association between macroeconomic variables and stock markets |
| Sun and Yang | 2018 | Markov switching vector auto regression (MS-VAR) model | Identification of asymmetric effects of China’s monetary policies on stock markets | China’s monetary policy has stronger effects on the bull market than bear market |
| William M. Briggs | 2023 | Bayesian modelling | Classical economic problems | Partial solution to replication crisis |
| Anita Kalia | 2024 | Bayesian regression | Relationship between promoter’s share pledging and company’s dividend payout policy | Significant negative association promoter’s share pledging and company’s dividend payout policy |
Source(s): Table by author
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