scholarly journals Factors Affecting the Performance of Kuwait Stock Market

2016 ◽  
Vol 9 (5) ◽  
pp. 23
Author(s):  
Ebrahim Merza ◽  
Sayed-Abbas Almusawi
Keyword(s):  
Interest Rate ◽  
Real Estate ◽  
Stock Market ◽  
Banking Sector ◽  
Stock Exchange ◽  
Consumer Price Index ◽  
Gold Price ◽  
Oil Price ◽  
Factors Affecting ◽  
Insurance Sector

<p>This paper aims at finding the effective factors that influence three sectors in Kuwait stock exchange market (KSE) in addition to the whole stock market. The three sectors are banking, real estate and insurance sectors. The paper measures KSE performance through the average share prices calculated on a quarterly basis starting from 2005 until first quarter of 2015. It is found that each sector behaves differently towards macroeconomic variables. The most important determinants for the KSE overall market performance were found to be gold price and the deposits rate. Individually, the banking sector is influenced by consumer price index, interest rate on loans, oil price and gold price. The insurance sector is influenced by money supply, residential real estate price and oil price. The real estate sector is influenced by the exchange rate with respect to US dollars, interest rate on loans, oil price and gold price.</p>

The Effect of Macroeconomic Conditions on the Performance of Vietnamese Stock Market

2021 ◽  
Vol 8 (12) ◽  
pp. 73-82
Author(s):  
Hien-Ly Pham ◽  
Ching-Chung Lin ◽  
Shih-Ju Chan
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Market ◽  
Inflation Rate ◽  
Stock Exchange ◽  
Global Supply Chain ◽  
Gold Price ◽  
Monthly Data ◽  
Macroeconomic Conditions ◽  
The Impact

Vietnam plays an important role in the global supply chain. As one of important emerging markets, many studies have focused on Vietnam-related issues. Vietnam established two stock markets in 2000s. The market performance becomes one of interesting issues to explore. This study is to investigate the impact of macroeconomic variables, including inflation rate, exchange rate, interest rate, imports, exports, and gold price, on Ho Chi Minh stock market. The study period is from July 2000 to October 2014. Using the monthly data collected from Vietnam General Statistic Office, IMF International Financial Statistics, and Ho Chi Minh stock exchange, the empirical findings of our regression model show that there exists a positive relationship for imports and gold price, while the relationships for exchange rate and interest rate are negative. No significant relationship has been found for the variables of inflation rate and exports.

scholarly journals Impact of Macro - Economic Factors on Indian Stock Market- A Research of BSE Sectoral Indices

2019 ◽  
Vol 8 (2S7) ◽  
pp. 597-602
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Market ◽  
Crude Oil ◽  
Stock Prices ◽  
Gold Price ◽  
Oil Price ◽  
Economic Factors ◽  
Crude Oil Price ◽  
The Impact

Macro-Economic factors plays a major role in decision making. Evaluation of macroeconomic environment is required to examine the behaviour of stock prices, which further influences the investor’s investment behaviour. Even though some macro-economic factors are not directly related to the company or industry, but those factors has an impact on stock prices, further economic activity in the domestic and global level has its own impact on stock market. When economy of the country grows hastily, it leads to faster growth in the industry and vice versa. Financial market plays a central role in the performance of financial system of an economy. Stock market is a market where securities of listed companies are exchanged between different investors, it is very responsive market which, gives a stage to investors to invest their money in various securities. Market indices are the tools to measure the performance of various securities of stock market and Investors make use of those market indices to analyse performance of those industries in which, they prefer to invest. This study takes into account six macro-economic factors (Crude oil Price, Gold Price, Silver Price, Exchange Rate, Inflation and Interest Rate) to study & analyse the impact of these variables on selected sectoral indices at BSE, SENSEX, S&P BSE BANKEX, S&P BSE Oil and Gas, S&P BSE Capital Goods, S&P BSE Consumer Durables, S&P BSE Reality, S&P BSE PSU and S&P BSE Power. The study shows that gold price, exchange rate, consumer price index and interest rate are positively correlated with four indices but crude oil price and silver price have positively correlated with 3 indices. So from the result it is clear that investor need to take of all the variables for their investment decision and the investment banker also take care of these indicators before giving suggestion to their clients

Anlysis Of Factors Affecting Price Movements Of The Joint Stock Index On Indonesia Stock Exchange In 2015-2019

2021 ◽  
Vol 4 (4) ◽  
pp. 113-117
Author(s):  
Jonerli Gunawan ◽  
Ella Silvana Ginting
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Composite Index ◽  
Sampling Technique ◽  
Multiple Linear Regression Analysis ◽  
Oil Price ◽  
Stock Index ◽  
Factors Affecting

The study aims in determining and analyzing the effect ofInflation Rate, Exchange rate, Interest rate and Oil Prices on Indonesia Composite Index simultaneously and partially on the Indonesian Stock Exchange in 2015-2019. The population that is used in this study is Indonesia Composite Index on the Indonesian Stock Exchange (IDX) period in 2015 to 2019 which totaling 60 months. The samplex selection uses a saturated sampling technique so all polulation are used as samples. This research used quantitative descriptive by testing classic assumption tests and multiple linear regression analysis using IBM SPSS Statistics 21 aplications.Simultaneously Inflation Rate, Exchange rate, Interest rate and oil price have an effect on Indonesia Composite Index. Partially, Infaltion Rate and Oil Price have a significant effect on Indonesia Composite Index while Exchange Rate, Interest Rate have no effect on Indonesia Composite Index in Indonesia Stock Exchange Periode 2015-2019.

scholarly journals Prediksi Krisis Perbankan di Indonesia Menggunakan CD Indeks

2021 ◽  
Vol 1 (1) ◽  
pp. 11-30
Author(s):  
Amir Ambyah Zakaria ◽  
Musdholifah Musdholifah
Keyword(s):  
Interest Rate ◽  
Banking Sector ◽  
Negative Impact ◽  
Stock Exchange ◽  
Debt Crisis ◽  
Banking Crisis ◽  
Labor Cost ◽  
Negative Influence ◽  
Oil Price ◽  
Cost Ratio

Banking sector has close relationship with economic growth. At the end of 2015 condition of global economic has influence from China slowdown, fall down crude oil price, and rasie interest rate by the fed. These had bad impact for developing counties like Indonesia. In the fact financials crisis in Asia at 1998, sub prime mortage crisis in USA at 2008, and goverment debt crisis in Greece at 2011 made many bank in Indonesia collapse. From past crisis banking sector must have more attention to avoid sistemic crisis. This study aim to make prediction banking crisis models from three group of variable. There are internal bank, macroeconomic, and global economic. This research use Crisis and Default index to measure and identificate probably crisis in indivual bank. All of bank were listed in Indonesian Stock Exchange at 2009 until 2014 has taken as sample. This research chose logit model as a probability crisis models and use logistic regression to testing hypothesis. The result from internal factor with non performing loans, labor cost ratio, and loan to deposits ratio was positive relationship with probability banking crisis. Futhermore net interest margin and interest income to total aset was negative influence for banking crisis. Then from macroeconomic and global economic these are domestic inflation and USA real interest rate was positive influence for banking crisis. After that M2 to reserved ratio, USA growth, and oil price was negative impact to make banking crisis in Indonesia

scholarly journals An Empirical Analysis of Factors Affecting Bank Interest Margins: Evidence from the South East European Countries

2018 ◽  
Vol 21 (2) ◽  
pp. 81-98
Author(s):  
Mehmed Ganić
Keyword(s):  
Interest Rate ◽  
Empirical Analysis ◽  
Banking Sector ◽  
Output Growth ◽  
The South ◽  
Factors Affecting ◽  
East European ◽  
Interest Margins ◽  
See Region ◽  
Bank Concentration

This paper provides an empirical analysis of factors affecting Bank Interest Margins in eight countries of the South‑East European (SEE) region between 2000 and 2014. The purpose of this paper is to examine and investigate the main drivers of Bank Interest Rate Margins across selected countries throughout the SEE region. Also, the study explored the relationship between the dependent variable Interest Rate Spread (IRS – as a proxy variable for measuring variation in Bank Interest Rate Margins) and a set of selected banks’ specific variables in SEE by employing panel data estimation methodology. This research is based on aggregate data for the whole banking sector of each country. In line with some expectations, our findings confirm the importance of credit risk, bank concentration operative efficiency, and inflation expectations in determining Bank Interest Rate Margins. Interestingly, in contrast to the majority of recent empirical research, the study found an inverse relationship between the bank concentration variable and Bank Interest Rate Margins as well as between the operational efficiency variable and Bank Interest Rate Margins. Also, the study could not find statistically significant evidence that Bank Interest Rate Margins are determined by output growth, bank profitability (measured by ROA) or liquidity risk.

scholarly journals Influencing Factors of Stock Price in Nepal

NCC Journal ◽  
2019 ◽  
Vol 4 (1) ◽  
pp. 113-120
Author(s):  
Krishna Bahadur Thapa
Keyword(s):  
Interest Rate ◽  
Stock Market ◽  
Influencing Factors ◽  
Stock Price ◽  
Stock Exchange ◽  
Positive Association ◽  
Share Price ◽  
Financial Statement ◽  
Inverse Association ◽  
Significant Positive Association

This paper explores the influencing factors of stock price in Nepal (with reference to Nepalese commercial banks) listed on the Nepal Stock Exchange Ltd. over the period of 2008 to 2018AD. The information were collected from questionnaire and financial statement of concerned organizations and analyzed using simple linear regression model. The conclusions of the work revealed that earning per share (EPS), dividend per share (DPS), effective rules and regulations, market whims and rumors, company profiles and success depend upon luck have the significant positive association with share price while interest rate (IR) and price to earnings ratio (PER), showed the significant inverse association with share price. Further, accessibility of liquidity, fundamental and technical analysis stimulates the performance of the Nepalese stock market. More importantly, stock market has been found to respond significantly to changes in dividend and interest rate.

scholarly journals Modeling and Forecasting Gold Prices

2020 ◽  
Author(s):  
Richmond Sam-Quarm ◽  
Mohamed Osman Elamin Busharads
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Price Volatility ◽  
Gold Price ◽  
Oil Price ◽  
Future Market ◽  
Open Interest ◽  
Long Run ◽  
Short Run ◽  
Japanese Yen

The aim of this paper is to explore the reasons of gold price volatility. It analyses the information function of the gold future market by open interest contracts as speculation effect, and further fundamental factors including inflation, Chinese yuan per dollar, Japanese yen per dollar, dollar per euro, interest rate, oil price, and stock price, in the short-run. The study proceeds to build a Dynamic OLS model for long-run equilibrium to produce reliable gold price forecasts using the following variables: gold demand, gold supply, inflation, USD/SDR exchange rate, speculation, interest rate, oil price, and stock prices. Findings prove that in the short-run, changes in gold price does granger cause changes in open interest, and changes in Japanese yen per dollar does granger cause changes in gold price. However, in the long-run, the results prove that gold demand, gold supply, USD/SDR exchange rate, inflation, speculation, interest rate, and oil price are associated in a long-run relationship.References

scholarly journals ANALYSIS OF THE INFLUENCE OF INTEREST RATE, EXCHANGE VALUE, WORLD GOLD PRICES, DOW JONES INDEX, AEX INDEX, DAX INDEX, AND SHANGHAI INDEX ON LQ45 INDEX IN INDONESIA STOCK EXCHANGE 2012 – 2018

2021 ◽  
Vol 7 (2) ◽  
pp. 135
Author(s):  
Andini Nurwulandari ◽  
Hasanudin Hasanudin ◽  
Ari Jatmiko Setiyo Budi
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Stock Exchange ◽  
Negative Influence ◽  
Positive Influence ◽  
Gold Price ◽  
Jones Index ◽  
Exchange Value ◽  
The Interest Rate ◽  
Significant Positive Influence

<p><em>This research aims to find out the influence of interest rate, exchange rate, world gold price, Dow Jones Index, AEX Index, DAX Index, and Shanghai Index on the LQ45 Index at the Indonesia Stock Exchange from 2012 through 2018 using the ARCH/GARCH model as the method of analysis.  The result of the test shows that the exchange rate had a significant negative influence, Dow Jones Index, AEX Index, and DAX Index had a significant positive influence on the LQ45 index, while the interest rate and world gold price had a non-significant negative influence and the Shanghai Index had a non-significant positive influence on the LQ45 index.</em></p>

Sign in / Sign up

Export Citation Format

Share Document