Causal relations among stock prices and macroeconomic variables in the small, open economy of Jordan
Other Title(s)
العلاقات السببية بين أسعار الأسهم و المتغيرات الاقتصادية الكلية في الاقتصاد الأردني
Author
Source
Journal of King Abdul Aziz University : Economics and Administration
Issue
Vol. 17, Issue 2 (31 Dec. 2003), pp.3-12, 10 p.
Publisher
King Abdulaziz University Scientific Publishing Center
Publication Date
2003-12-31
Country of Publication
Saudi Arabia
No. of Pages
10
Main Subjects
Topics
Abstract AR
The purpose of this study is to investigate the long run relationship between the Jordanian stock prices and selected macroeconomic variables by using Johansen’s methodology in cointegration analysis and monthly time series data over for the period from January 1987 to December 2000.
This study finds that macroeconomic variables-that is, exports, foreign reserves, interest rates, inflation, and industrial production are reflected in stock prices in the Jordanian capital market
Abstract EN
The purpose of this study is to investigate the long run relationship between the Jordanian stock prices and selected macroeconomic variables by using Johansen’s methodology in cointegration analysis and monthly time series data over for the period from January 1987 to December 2000.
This study finds that macroeconomic variables-that is, exports, foreign reserves, interest rates, inflation, and industrial production are reflected in stock prices in the Jordanian capital market.
American Psychological Association (APA)
al-Maghayirah, Aktham. 2003. Causal relations among stock prices and macroeconomic variables in the small, open economy of Jordan. Journal of King Abdul Aziz University : Economics and Administration،Vol. 17, no. 2, pp.3-12.
https://search.emarefa.net/detail/BIM-367605
Modern Language Association (MLA)
al-Maghayirah, Aktham. Causal relations among stock prices and macroeconomic variables in the small, open economy of Jordan. Journal of King Abdul Aziz University : Economics and Administration Vol. 17, no. 2 (2003), pp.3-12.
https://search.emarefa.net/detail/BIM-367605
American Medical Association (AMA)
al-Maghayirah, Aktham. Causal relations among stock prices and macroeconomic variables in the small, open economy of Jordan. Journal of King Abdul Aziz University : Economics and Administration. 2003. Vol. 17, no. 2, pp.3-12.
https://search.emarefa.net/detail/BIM-367605
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 11
Record ID
BIM-367605
