@incollection{, 97F75C0610D8D44FBB0BFC8F794F4FFC , author={{MahediMasuduzzaman} and {Finance Division, Ministry of Finance, Bangladesh}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}12162334 } @incollection{b0, , title={{Empirical Relationship Between Macroeconomic Volatility and Stock Returns: Evidence From Latin American Markets}} , author={{ BAbugri }} , journal={{International Review of Financial Analysis}} 17 , year={2008} } @incollection{b1, , title={{Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries}} , author={{ Alam } and { GSUddin }} , journal={{International Journal of Business and Management}} 4 3 , year={2009} } @incollection{b2, , title={{Selecting Macroeconomic Variables as Explanatory Factors of Emerging Stock Market Returns}} , author={{ CMBilson } and { TJBrailsford } and { VJHopper }} , journal={{Pacific-Basin Finance Journal}} 9 , year={2001} } @incollection{b3, , title={{The Cyclical Relations between Traded Property Stock Prices and Aggregate Time-series}} , author={{ CBrooks } and { STsolacos } and { SLee }} , journal={{Journal of Property Investment & Finance}} 18 , year={2000} } @incollection{b4, , title={{The impact of oil price shocks on stock market returns: Comparing GCC countries with the UK and USA}} , author={{ KDaly } and { AFayyad }} , journal={{Emerging Markets Review}} 12 , year={2011} } @incollection{b5, , title={{Explanatory Factors of the Inflation News Impact on Stock Returns by Sector: The Spanish Case}} , author={{ ADiaz } and { FJareno }} , booktitle={{Research in International Business and Finance}} , year={2009} 23 } @book{b6, , title={{Co-Integration and Error Correction: Representation, Estimation, and Testing, Econometrica}} , author={{ RFEngle } and { CW JGranger }} , year={1987} 55 } @incollection{b7, , title={{Macroeconomic Determinants of European Stock Market Volatility}} , author={{ VErrunza } and { KHogan }} , journal={{European Financial Management}} 4 3 , year={1998} } @incollection{b8, , title={{Stock returns, real activity, inflation and money}} , author={{ EFFama }} , journal={{American Economic Review}} 71 , year={1981} } @incollection{b9, , title={{Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations}} , author={{ GFilis }} , journal={{Energy Economics}} 32 , year={2010} } @incollection{b10, , title={{The fiscal and monetary linkage between stock returns and inflation}} , author={{ RGeske } and { RRoll }} , journal={{Journal of Finance}} 38 1 , year={1983} } @book{b11, , title={{}} , author={{ AHamzah } and { LCHowe } and { RCMaysami }} , year={2004} } @incollection{b12, , title={{Relationship between Macroeconomic Variables and Stock Market Indices: Co integration Evidence from Stock Exchange of Singapore's All-S Sector Indices}} , journal={{Jurnal Pengurusan}} 24 } @incollection{b13, , title={{The Impact of Macroeconomic Indicators on Vietnamese Stock Prices}} , author={{ KHussainey } and { LKNgoc }} , journal={{The Journal of Risk Finance}} 10 4 , year={2009} } @incollection{b14, , title={{Stock returns and inflation: the role of the monetary sector}} , author={{ GKaul }} , journal={{Journal of Financial Economics}} 18 2 , year={1987} } @incollection{b15, , title={{Numerical distribution function of likelihood ratio tests for cointegration}} , author={{ JGMackinnon } and { AAHaug } and { LMichelis }} , journal={{The Journal of Applied Econometrics}} 15 , year={1999} } @incollection{b16, , title={{Impact of Macroeconomic Indicators on Indian Capital Markets}} , author={{ RMittal } and { KPal }} , journal={{The Journal of Risk Finance}} 12 2 , year={2011} } @incollection{b17, , title={{The Relationship between Conditional Stock Market Volatility and Conditional Macroeconomic Volatility Empirical Evidence Based on UK Data}} , author={{ DMorelli }} , journal={{International Review of Financial Analysis}} 11 , year={2002} } @incollection{b18, , title={{Stock Prices and Domestic and International Macroeconomic Activity: A Cointegration Approach}} , author={{ ANasseh } and { JStrauss }} , journal={{The Quarterly Review of Economics and Finance}} 40 2 , year={2000} } @book{b19, , title={{}} , author={{ OfficialOecd } and { Websites }} , year={April 06,2011} } @book{b20, , title={{}} , author={{ JRangvid } and { DERapach } and { MEWohar }} , year={2005} } @incollection{b21, , title={{Macro variables and international stock return predictability}} , journal={{International Journal of Forecasting}} 21 } @incollection{b22, , title={{Variance decomposition analysis of the demand for foreign money in Egypt}} , author={{ StephenARoss }} , journal={{Journal of Economic Studies}} , editor={Tarik, H. 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