Macroeconomic Variables and Stock Markets: An International Study
This paper studies the potential correlation between the stock market of six relevant countries (Germany, Italy, Spain, France, UK and US) and some important acroeconomic factors, such as the gross domestic product (GDP), the consumer price index (CPI), the industrial production index (IPI) and the...
| Autores: | , , |
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| Formato: | artículo |
| Fecha de publicación: | 2019 |
| País: | España |
| Recursos: | Universidad de Castilla-La Mancha |
| Repositorio: | RUIdeRA. Repositorio Institucional de la UCLM |
| OAI Identifier: | oai:ruidera.uclm.es:10578/20151 |
| Acesso em linha: | http://hdl.handle.net/10578/20151 |
| Access Level: | acceso abierto |
| Palavra-chave: | International Stock Market Macroeconomic Factors Correlation Analysis US European Countries |
| Resumo: | This paper studies the potential correlation between the stock market of six relevant countries (Germany, Italy, Spain, France, UK and US) and some important acroeconomic factors, such as the gross domestic product (GDP), the consumer price index (CPI), the industrial production index (IPI) and the unemployment (UNEMP). GDP and UNEMP show statistically significant correlation with these international stock markets, mainly in the crisis sub-period, finding, in addition, the expected signs. |
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