The Relationship Between Stock Market And Macroeconomic Variables

Download The Relationship Between Stock Market And Macroeconomic Variables full books in PDF, epub, and Kindle. Read online The Relationship Between Stock Market And Macroeconomic Variables ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Do MacRoeconomic Variables Have an Effect on the Us Stock Market?

Author : Dennis Sauert
Publisher : GRIN Verlag
ISBN 13 : 3640720652
Total Pages : 29 pages
Book Rating : 4.6/5 (47 download)

DOWNLOAD NOW!

Book Synopsis Do MacRoeconomic Variables Have an Effect on the Us Stock Market? by : Dennis Sauert

Download or read book Do MacRoeconomic Variables Have an Effect on the Us Stock Market? written by Dennis Sauert and published by GRIN Verlag. This book was released on 2010-10 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seminar paper from the year 2010 in the subject Economics - Case Scenarios, grade: 1.0, Berlin School of Economics, language: English, abstract: The objective of this paper is to examine whether the unanticipated change of specific macroeconomic variables influences the US stock market represented by the S&P 500 using monthly data from 1986 to 2007. Thereby, the performance of the arbitrage pricing theory of Ross (cp. Ross, S., 1976) shall be studied. To explain the behavior of the US stock market return the paper contains the five predefined variables consumer price index (CPI), industrial production index (IPT), money stock M1 (M1), total consumer credit outstanding (TCC) and the term structure of interest rates (Term) which are approximately similar to those variables used by Ross (cp. Chen N. F. et al., 1986, pp. 383-403). Applying the OLS method, it was found that CPI, IPT and Term are negatively related to the US stock return. It was also detected that M1 affects the stock market lagging 8 months and 12 months. However, the test statistics showed that TCC has rather no impact on the US stock market return. To ensure that the ultimate results are not spurious, care will be taken in regards to autocorrelation, multicollinearity, serial correlation as well as heteroskedasticity.

Trade, Investment and Economic Growth

Author : Pooja Lakhanpal
Publisher : Springer Nature
ISBN 13 : 9813369736
Total Pages : 396 pages
Book Rating : 4.8/5 (133 download)

DOWNLOAD NOW!

Book Synopsis Trade, Investment and Economic Growth by : Pooja Lakhanpal

Download or read book Trade, Investment and Economic Growth written by Pooja Lakhanpal and published by Springer Nature. This book was released on 2021-05-10 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book contributes to the growing literature pertaining to empirical and policy issues in international trade, foreign capital flows and issues in finance, implications for India and emerging economies related to trade and development interface, and analysis of sector level growth and development in India. Further, the focus is on the policy aspects of these themes and their role in fostering economic development in the context of India and other emerging market economies. The discourse focuses mainly on empirical work and econometric details. The relevant issues are investigated using state of the art techniques such as gravity models, panel co-integration, generalized hyperbolic distributions, SEM, FMOLS and Probit models. In addition, detailed literature survey, discussions on data availability, issues related to statistical estimation techniques and a theoretical background, ensure that each chapter significantly contributes to the ever-growing literature on international trade and capital flows. The readers shall find an engaging dialogue on the crucial role played by policy and the trade-capital flows-growth experience of emerging economies. The book is relevant for those who are interested in contemporary issues in trade, growth and finance as well as for students of advanced econometrics who may benefit from the analytical and econometric exposition. The empirical evidences provided here could serve as ready reference for academicians, researchers and policy makers, particularly in emerging economies facing similar challenges.

The Relationship Between Stock Market and Macroeconomic Variables

Author : Shaoying Chang
Publisher :
ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.:/5 (262 download)

DOWNLOAD NOW!

Book Synopsis The Relationship Between Stock Market and Macroeconomic Variables by : Shaoying Chang

Download or read book The Relationship Between Stock Market and Macroeconomic Variables written by Shaoying Chang and published by . This book was released on 2008 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Business, Economics, Financial Sciences, and Management

Author : Min Zhu
Publisher : Springer Science & Business Media
ISBN 13 : 364227966X
Total Pages : 860 pages
Book Rating : 4.6/5 (422 download)

DOWNLOAD NOW!

Book Synopsis Business, Economics, Financial Sciences, and Management by : Min Zhu

Download or read book Business, Economics, Financial Sciences, and Management written by Min Zhu and published by Springer Science & Business Media. This book was released on 2012-02-11 with total page 860 pages. Available in PDF, EPUB and Kindle. Book excerpt: A series of papers on business, economics, and financial sciences, management selected from International Conference on Business, Economics, and Financial Sciences, Management are included in this volume. Management in all business and organizational activities is the act of getting people together to accomplish desired goals and objectives using available resources efficiently and effectively. Management comprises planning, organizing, staffing, leading or directing, and controlling an organization (a group of one or more people or entities) or effort for the purpose of accomplishing a goal. Resourcing encompasses the deployment and manipulation of human resources, financial resources, technological resources and natural resources. The proceedings of BEFM2011 focuses on the various aspects of advances in Business, Economics, and Financial Sciences, Management and provides a chance for academic and industry professionals to discuss recent progress in the area of Business, Economics, and Financial Sciences, Management. It is hoped that the present book will be useful to experts and professors, both specialists and graduate students in the related fields.

The Relationship Between Stock Market and Macroeconomic Policy Variables

Author : Sisangile Nduna
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (98 download)

DOWNLOAD NOW!

Book Synopsis The Relationship Between Stock Market and Macroeconomic Policy Variables by : Sisangile Nduna

Download or read book The Relationship Between Stock Market and Macroeconomic Policy Variables written by Sisangile Nduna and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Do Macroeconomic Variables have an Effect on the US Stock Market?

Author : Dennis Sauert
Publisher : GRIN Verlag
ISBN 13 : 3640720210
Total Pages : 27 pages
Book Rating : 4.6/5 (47 download)

DOWNLOAD NOW!

Book Synopsis Do Macroeconomic Variables have an Effect on the US Stock Market? by : Dennis Sauert

Download or read book Do Macroeconomic Variables have an Effect on the US Stock Market? written by Dennis Sauert and published by GRIN Verlag. This book was released on 2010-10-12 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seminar paper from the year 2010 in the subject Economics - Case Scenarios, grade: 1.0, Berlin School of Economics, language: English, abstract: The objective of this paper is to examine whether the unanticipated change of specific macroeconomic variables influences the US stock market represented by the S&P 500 using monthly data from 1986 to 2007. Thereby, the performance of the arbitrage pricing theory of Ross (cp. Ross, S., 1976) shall be studied. To explain the behavior of the US stock market return the paper contains the five predefined variables consumer price index (CPI), industrial production index (IPT), money stock M1 (M1), total consumer credit outstanding (TCC) and the term structure of interest rates (Term) which are approximately similar to those variables used by Ross (cp. Chen N. F. et al., 1986, pp. 383-403). Applying the OLS method, it was found that CPI, IPT and Term are negatively related to the US stock return. It was also detected that M1 affects the stock market lagging 8 months and 12 months. However, the test statistics showed that TCC has rather no impact on the US stock market return. To ensure that the ultimate results are not spurious, care will be taken in regards to autocorrelation, multicollinearity, serial correlation as well as heteroskedasticity.

Macroeconomic Variables and the Stock Market

Author : Andreas Humpe
Publisher :
ISBN 13 :
Total Pages : 714 pages
Book Rating : 4.:/5 (318 download)

DOWNLOAD NOW!

Book Synopsis Macroeconomic Variables and the Stock Market by : Andreas Humpe

Download or read book Macroeconomic Variables and the Stock Market written by Andreas Humpe and published by . This book was released on 2008 with total page 714 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Financial Information and Macroeconomic Forecasts

Author : Sophia Chen
Publisher : International Monetary Fund
ISBN 13 : 1475563175
Total Pages : 33 pages
Book Rating : 4.4/5 (755 download)

DOWNLOAD NOW!

Book Synopsis Financial Information and Macroeconomic Forecasts by : Sophia Chen

Download or read book Financial Information and Macroeconomic Forecasts written by Sophia Chen and published by International Monetary Fund. This book was released on 2016-12-23 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study the forecasting power of financial variables for macroeconomic variables for 62 countries between 1980 and 2013. We find that financial variables such as credit growth, stock prices and house prices have considerable predictive power for macroeconomic variables at one to four quarters horizons. A forecasting model with financial variables outperforms the World Economic Outlook (WEO) forecasts in up to 85 percent of our sample countries at the four quarters horizon. We also find that cross-country panel models produce more accurate out-of-sample forecasts than individual country models.

World Economic Outlook, October 2018

Author : International Monetary Fund. Research Dept.
Publisher : International Monetary Fund
ISBN 13 : 148437679X
Total Pages : 215 pages
Book Rating : 4.4/5 (843 download)

DOWNLOAD NOW!

Book Synopsis World Economic Outlook, October 2018 by : International Monetary Fund. Research Dept.

Download or read book World Economic Outlook, October 2018 written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 2018-10-09 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: Global growth for 2018–19 is projected to remain steady at its 2017 level, but its pace is less vigorous than projected in April and it has become less balanced. Downside risks to global growth have risen in the past six months and the potential for upside surprises has receded. Global growth is projected at 3.7 percent for 2018–19—0.2 percentage point lower for both years than forecast in April. The downward revision reflects surprises that suppressed activity in early 2018 in some major advanced economies, the negative effects of the trade measures implemented or approved between April and mid-September, as well as a weaker outlook for some key emerging market and developing economies arising from country-specific factors, tighter financial conditions, geopolitical tensions, and higher oil import bills. The balance of risks to the global growth forecast has shifted to the downside in a context of elevated policy uncertainty. Several of the downside risks highlighted in the April 2018 World Economic Outlook (WEO)—such as rising trade barriers and a reversal of capital flows to emerging market economies with weaker fundamentals and higher political risk—have become more pronounced or have partially materialized. Meanwhile, the potential for upside surprises has receded, given the tightening of financial conditions in some parts of the world, higher trade costs, slow implementation of reforms recommended in the past, and waning growth momentum.

The State of Monetary Economics

Author : Universities--National Bureau Committee for Economic Research
Publisher :
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (31 download)

DOWNLOAD NOW!

Book Synopsis The State of Monetary Economics by : Universities--National Bureau Committee for Economic Research

Download or read book The State of Monetary Economics written by Universities--National Bureau Committee for Economic Research and published by . This book was released on 1963 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stock Market Equilibrium and Macroeconomic Fundamentals

Author : Mr.Lamin Leigh
Publisher : International Monetary Fund
ISBN 13 : 1451843224
Total Pages : 42 pages
Book Rating : 4.4/5 (518 download)

DOWNLOAD NOW!

Book Synopsis Stock Market Equilibrium and Macroeconomic Fundamentals by : Mr.Lamin Leigh

Download or read book Stock Market Equilibrium and Macroeconomic Fundamentals written by Mr.Lamin Leigh and published by International Monetary Fund. This book was released on 1997-01-01 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper examines the efficiency of the Stock Exchange of Singapore and the relationship between the stock market and the overall economy. Using a wide range of methods for testing market efficiency, the paper establishes that the Singapore stock market is both “weakly” and “semi-strongly” efficient in asset-pricing terms but not “strongly” efficient. Granger causality tests based on the efficiency test results indicate that developments in the stock market appear to be systematically related to the overall economy in Singapore and can thus serve as a leading indicator of its intertemporal behavior.

MacRoeconomic Variables and Stock Return Volatility

Author : Shahzad Anjum
Publisher : LAP Lambert Academic Publishing
ISBN 13 : 9783848433759
Total Pages : 64 pages
Book Rating : 4.4/5 (337 download)

DOWNLOAD NOW!

Book Synopsis MacRoeconomic Variables and Stock Return Volatility by : Shahzad Anjum

Download or read book MacRoeconomic Variables and Stock Return Volatility written by Shahzad Anjum and published by LAP Lambert Academic Publishing. This book was released on 2012-04 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: The increasing importance of Stock markets around the world has recently opened a new avenue of research into the relationships between Stock Market and Macroeconomic Variables. It is now a highly debatable area that stock market contributes to economic growth or the other way economic growth contributes to stock market. Researchers continuously make efforts on defining the relationship of stock market and macroeconomic variables. It has now become more difficult to define the relationships between them in the context of increased scarcity of resources, bilateral and multilateral free trade agreements, economic crises, rapidly changing political scenarios and high uncertainty and risks due to world wide terrorist activities. This book provides an insight into the stock market of Pakistan with special focus on macroeconomic variables like inflation, GDP etc effecting the Karachi Stock Exchange (KSE).

STOCK MARKET PERFORMANCE & MACRO ECONOMIC VARIABLES AN EMPIRICAL STUDY OF STOCK MARKET

Author : Arnav V
Publisher : Arnav
ISBN 13 : 9788115639391
Total Pages : 0 pages
Book Rating : 4.6/5 (393 download)

DOWNLOAD NOW!

Book Synopsis STOCK MARKET PERFORMANCE & MACRO ECONOMIC VARIABLES AN EMPIRICAL STUDY OF STOCK MARKET by : Arnav V

Download or read book STOCK MARKET PERFORMANCE & MACRO ECONOMIC VARIABLES AN EMPIRICAL STUDY OF STOCK MARKET written by Arnav V and published by Arnav. This book was released on 2022-12-23 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Owing to the ever-increasing importance of the financial markets, particularly the stock markets, in the economic development, especially of capital seeking developing nations, a plethora of studies have been conducted to examine the factors determining and influencing the stock market variables such as stock returns, market capitalisation, and turnover, amongst others. The present study examines the impact and role of macroeconomic variables on the stock market performance of an important developing country, viz., India. This relationship is examined from the framework of three main research objectives of investigating the relationship between macroeconomic variables and Indian stock market performance; modelling the crash of Indian stock market during the global financial crisis of 2007 - 2009 using the domestic and international macroeconomic variables, and predicting the movements in stock market variables using macroeconomic variables.

The Structural Relationship Between Stock Market Returns and Macroeconomic Variables in International Equity Markets

Author : Abdul Ghani Shafie
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (598 download)

DOWNLOAD NOW!

Book Synopsis The Structural Relationship Between Stock Market Returns and Macroeconomic Variables in International Equity Markets by : Abdul Ghani Shafie

Download or read book The Structural Relationship Between Stock Market Returns and Macroeconomic Variables in International Equity Markets written by Abdul Ghani Shafie and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Can Macroeconomic Variables Explain Long Term Movements of Stock Market Sector Indices?

Author : Erfan Mahmood Bhuiyan
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (141 download)

DOWNLOAD NOW!

Book Synopsis Can Macroeconomic Variables Explain Long Term Movements of Stock Market Sector Indices? by : Erfan Mahmood Bhuiyan

Download or read book Can Macroeconomic Variables Explain Long Term Movements of Stock Market Sector Indices? written by Erfan Mahmood Bhuiyan and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: While the relationship between stock market returns and macro-economic variables has been amply examined, a gap exists in the literature regarding the relationship between different sector indices and various macroeconomic variables. This study intends to examine how certain macroeconomic variables influence different sectors of the stock market differently in the US and Canada. Using monthly data over the period 2000 – 2018, cointegration analysis is applied to model the relationship between real economic activity, money supply, long-term interest rate and different sector indices. Sectors that have been examined in this study include energy, financials, real estate, industrial, healthcare, consumer discretionary, consumer staples, materials, utilities and technology. Results suggest that there is a stable long-term relationship between the macroeconomic variables used in the study and different sector indices for the US but not for Canada. However, US money supply and interest rate can explain the Canadian Stock Market.

Stock Market Response to Unexpected Macroeconomic News

Author : Mahdi Sadeghi
Publisher : International Monetary Fund
ISBN 13 : 1451964978
Total Pages : 26 pages
Book Rating : 4.4/5 (519 download)

DOWNLOAD NOW!

Book Synopsis Stock Market Response to Unexpected Macroeconomic News by : Mahdi Sadeghi

Download or read book Stock Market Response to Unexpected Macroeconomic News written by Mahdi Sadeghi and published by International Monetary Fund. This book was released on 1992-08-01 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides empirical evidence on the relationship between unexpected changes in macroeconomic variables and Australian stock returns over the period 1980-1991. The results suggest that stock returns are positively correlated with any surprise news in the current account deficit, the exchange rate and growth rate of real GDP, and negatively correlated with surprise news about the inflation rate and interest rates. Stock returns are also positively correlated with the unexpected unemployment rate and negatively correlated to revisions in the expected unemployment rate. The results furthermore suggest that market portfolios can detect the impact of common economic shocks better than the portfolios of the two main subsectors of the market.

Perspectives, Trends, and Applications in Corporate Finance and Accounting

Author : Zopounidis, Constantin
Publisher : IGI Global
ISBN 13 : 1522561153
Total Pages : 372 pages
Book Rating : 4.5/5 (225 download)

DOWNLOAD NOW!

Book Synopsis Perspectives, Trends, and Applications in Corporate Finance and Accounting by : Zopounidis, Constantin

Download or read book Perspectives, Trends, and Applications in Corporate Finance and Accounting written by Zopounidis, Constantin and published by IGI Global. This book was released on 2018-06-29 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial analyses, investments, and accounting practices are continually developing and improving areas that have seen significant advancements in the past century. However, the recent bankruptcies by major banks, the debt crisis in the European Union, and the economic turmoil in several countries have caused severe downfalls in financial markets and financial systems worldwide. As the world works to recover, it is important to learn from these financial crises to ensure a more secure and sustainable outlook for organizations and the global future. Perspectives, Trends, and Applications in Corporate Finance and Accounting is a crucial resource providing coverage on the stock market, public deficits, investment firms’ performances, banking systems, and global economic trends. This publication highlights areas including, but not limited to, the relationship between the stock market and macroeconomics, earnings management, and pricing models while also discussing previous financial crises. This book is a vital reference work for accountants, financial experts, investment firms, corporate leaders, researchers, and policy makers.