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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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The return and volatility nexus among stock market and macroeconomic fundamentals for China
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
Authors:
Abbas, Ghulam
;
Bashir, Usman
;
Wang, Shouyang
;
Zebende, Gilney Figueira
;
Ishfaq, Muhammad
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View/Download:122/0
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Submit date:2020/01/10
Returns
Volatility
Macroeconomic variables
Generalized VAR
China
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries
期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
Authors:
Abbas, Ghulam
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad Hussain
;
Wang, Shouyang
;
Wei, Yunjie
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View/Download:181/0
  |  
Submit date:2019/03/11
G-7 return
volatility
connectedness
macroeconomic factors
generalized VAR
returnandvolatilityconnectednessbetweenstockmarketsandmacroeconomicfactorsintheg7countries
期刊论文
journalofsystemsscienceandsystemsengineering, 2019, 卷号: 28, 期号: 1, 页码: 1
Authors:
Abbas Ghulam
;
Hammoudeh Shawkat
;
Shahzad Syed Jawad Hussain
;
Wang Shouyang
;
Wei Yunjie
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View/Download:128/0
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Submit date:2020/01/10
domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries
期刊论文
系统科学与信息学报英文版, 2018, 卷号: 000, 期号: 006, 页码: 512
Authors:
Koju Laxmi
;
Abbas Ghulam
;
Wang Shouyang
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  |  
View/Download:140/0
  |  
Submit date:2020/01/10
returnandvolatilityspilloverseffectsstudyofasianemergingstockmarkets
期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 6, 期号: 2, 页码: 97
Authors:
Roni Bhowmik
;
Abbas Ghulam
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View/Download:101/0
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Submit date:2020/01/10
akelmbasedensemblelearningapproachforexchangerateforecasting
期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 000, 期号: 004, 页码: 289
Authors:
Wei Yunjie
;
Sun Shaolong
;
Lai Kin Keung
;
Abbas Ghulam
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View/Download:124/0
  |  
Submit date:2020/01/10
Do Macroeconomic Determinants of Non-Performing Loans Vary with the Income Levels of Countries?
期刊论文
系统科学与信息学报:英文版, 2018, 卷号: 000, 期号: 006, 页码: 512-531
Authors:
Koju Laxmi
;
Abbas Ghulam
;
Wang Shouyang
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View/Download:93/0
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Submit date:2021/01/14
dynamic
panel
economic
growth
fiscal
policy
gross
national
income
non-performing
loans
cointegrationandcausalityrelationshipbetweenstockmarketmoneymarketandforeignexchangemarketinpakistan
期刊论文
journalofsystemsscienceandinformation, 2017, 卷号: 000, 期号: 001, 页码: 1
Authors:
Abbas Ghulam
;
Bhowmik Roni
;
Koju Laxmi
;
Wang Shouyang
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View/Download:85/0
  |  
Submit date:2020/01/10
Cointegration and Causality Relationship Between Stock Market,Money Market and Foreign Exchange Market in Pakistan
期刊论文
系统科学与信息学报:英文版, 2017, 卷号: 0.0, 期号: 1.0, 页码: 1-20
Authors:
Abbas Ghulam
;
Bhowmik Roni
;
Koju Laxmi
;
Wang Shouyang
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View/Download:83/0
  |  
Submit date:2021/01/14
KSE-100 index
money supply
interest rate
exchange rate
Pakistan