IDEAS home Printed from https://ideas.repec.org/a/wsi/afexxx/v07y2012i02ns2010495212500091.html
   My bibliography  Save this article

The Interaction Between The Financial Sector And The Real Sector: A Stochastic Model

Author

Listed:
  • MOAWIA ALGHALITH

    () (Department of Economics, University of the West Indies, St Augustine Campus, Trinidad and Tobago)

  • TRACY POLIUS

    (Department of Economics, University of the West Indies, St Augustine Campus, Trinidad and Tobago)

Abstract

Using a stochastic factor model, we devise a method to estimate the marginal impact of real GDP on the stock market. We apply our approach to the Jamaican financial market.

Suggested Citation

  • Moawia Alghalith & Tracy Polius, 2012. "The Interaction Between The Financial Sector And The Real Sector: A Stochastic Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1-4.
  • Handle: RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500091 DOI: 10.1142/S2010495212500091
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/abs/10.1142/S2010495212500091
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. anonymous, 1988. "Answering the call for banking supervision," The Region, Federal Reserve Bank of Minneapolis, issue Aug.
    2. Anonymous, 1988. "Abstracts Selected Papers, July 1988," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(01), July.
    3. Anonymous, 1988. "Abstracts Of Selected Papers," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 17(2), October.
    4. Mark S. Daskin & Leonard Evans & Randolph Hall & Charles E. M. Pearce & Gordon Newell, 1988. "Bibliographic Section," Transportation Science, INFORMS, vol. 22(4), pages 289-293, November.
    5. Anonymous, 1988. "Abstracts: Organized Symposia," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(01), July.
    6. Sreedhar, 1988. "Treaty Relations between Nepal and Tibet," China Report, , vol. 24(3), pages 243-288, August.
    7. anonymous, 1988. "Born of a panic: forming the Fed System," The Region, Federal Reserve Bank of Minneapolis, issue Aug.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Stochastic; portfolio; investment; GDP; Jamaican financial market; C0; E0; G0;

    JEL classification:

    • C0 - Mathematical and Quantitative Methods - - General
    • E0 - Macroeconomics and Monetary Economics - - General
    • G0 - Financial Economics - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500091. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tai Tone Lim). General contact details of provider: http://www.worldscinet.com/afe/afe.shtml .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.