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New complexes with the Schiff base ligand derived from S-benzyldithiocarbazate (NH2—NH—CSSCH2C6H5) have been prepared and characterized by elemental analyses, magnetic, conductometric, ir, and electronic spectral studies. The tridentate ONS Schiff base S-benzyl-β-N-(phenyl, phenylhydroxymethyl)methylenedithiocarbazate gave mono-ligand complexes with Ni(II) and Cu(II) having the general formula [MligandX] (M = Ni(II) and Cu(II); X = NO3, Cl, Br, NCS). A proposed square-planar structure for the nickel complexes is supported by magnetic and spectral data. A square-planar structure is also suggested for Cu(II) complexes. The ir results give evidence of the different bondings present in the complexes.

This study attempts to investigate whether dynamics in fundamental macroeconomic factors significantly influence the stock prices of Bangladesh by applying cointegration test, Granger causality test based on the Vector Error Correction Model (VECM), Variance Decomposition and Impulse Response Analysis. Johansen and Juselius cointegration test detect six cointegrating vectors and a short-run and long-run relationship is investigated by normalizing the first cointegrating vector corresponding to the largest Eigen-value. We find a long-run positive relationship between stock price and IP, CPI, EX, and RT but a negative relationship between stock price and M2 and interest rate (both TB & GB). Empirical findings of this study reveal that no macroeconomic variables except TB Granger cause stock price in short run. Variance Decomposition analysis shows that most of the stock price variance can be explained by its own shocks in the shorter horizon but its magnitude diminishes over the long horizon which is about 26.77% after 24 months.  Therefore, empirical results suggest that stock prices are weakly exogenous relative to the macroeconomic variables. Findings of the study have important implications to market participants and financial analysts when they have chosen to invest in Bangladesh stock market.

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