The Nexus of Capital Flows, Real Interest Rate and Stock Price Performance: Evidence from Malaysia

2017 ◽  
Vol 23 (4) ◽  
pp. 2671-2675
Author(s):  
You Hui Li ◽  
Goh Han Hwa ◽  
Tan Su Hong
Keyword(s):  
Interest Rate ◽  
Capital Flows ◽  
Stock Price ◽  
Real Interest Rate ◽  
Price Performance

Impacts of Real Depreciation and Appreciation on Aggregate Output in Taiwan

2018 ◽  
Vol 65 (1) ◽  
pp. 123-130
Author(s):  
Yu Hsing
Keyword(s):  
Interest Rate ◽  
Gross Domestic Product ◽  
Stock Price ◽  
Real Interest Rate ◽  
Jel Classification ◽  
Oil Price ◽  
Real Gross Domestic Product ◽  
Real Gdp ◽  
Expected Inflation ◽  
Deficit Spending

Extending the IS-MP-AS model, this article finds that real depreciation helped to raise real gross domestic product (GDP) during 1999.Q1-2010.Q2 whereas real appreciation helped to increase real GDP during 2010.Q3-2016.Q4. In addition, a lower world real interest rate, a higher stock price, a higher real oil price or a lower expected inflation would increase real GDP. More deficit spending as a percent of GDP does not affect real GDP.JEL Classification: F41, E62

scholarly journals External macroeconomic shocks and stock price behavior in Nigeria

2021 ◽  
Vol 10 (6) ◽  
pp. 174-180
Author(s):  
Mojeed Olanrewaju Saliu
Keyword(s):  
Interest Rate ◽  
Stock Price ◽  
Real Interest Rate ◽  
Research Work ◽  
Estimation Method ◽  
Oil Price ◽  
Share Price ◽  
Price Behavior ◽  
Macroeconomic Shocks ◽  
Vector Autoregressive

This research work investigates the relationship between external macroeconomic shocks and stock price behavior in Nigeria. Variables such as exchange rate (EXR), US real interest rate (USRINTR), and world oil price (WOP) are adopted to capture external macroeconomic shocks while all share price index is used to proxy stock price. The research work uses Johansen cointegration and structural vector autoregressive model as the estimation method. Findings from the study confirm that no long-term co-movement exists between the stock price and the selected external shocks. Findings from the study equally show that both US real interest rate (USRINTR) and world oil price (WOP) are the major external shock predictors of the stock price in Nigeria.

Debt Structure Adjustments and Long-run Stock Price Performance

2000 ◽  
Author(s):  
Sudip Datta ◽  
Mai E. Iskandar-Datta ◽  
Kartik Raman
Keyword(s):  
Stock Price ◽  
Debt Structure ◽  
Price Performance ◽  
Long Run
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