Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets

By Benjamin A. Abugri. 2008

220 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c62893a46e9ed405db3c3e5f3fd465264283a2ef

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Y. Lai
2. Seyed Mehdi Hosseini
3. Zamri Ahmad

In Finance

1. Y. Lai
2. Seyed Mehdi Hosseini
3. Zamri Ahmad

Citations in the corpus

• The Role of Macroeconomic Variables on Stock Market Index in China and India (2011, result): “Moreover, this negative long run effect conforms to the expectation that when money supply increases, it leads to higher inflation and lower returns which is consistent with the study of Abugri (2008). On the other hand, the positive long-term relationship between industrial production and stock mar”