Co-integration and causality analysis between stock market prices and their determinates in Jordan
The current study examines the short- and long-term equilibrium relationship between the stock price index (SPI) and the macroeconomic variables in Jordan. Annual time series data over the 1978-2010 period for industrial production (IP), money supply (M2), exchange rate (EX), and discount rate (DR)...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
2023
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| Institution: | Universiti Tenaga Nasional |