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...

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Detalles Bibliográficos
Autores: Jareño Cebrián, Francisco, Escribano López, Ana María, Cuenca, Alberto
Tipo de recurso: artículo
Fecha de publicación:2019
País:España
Institución:Universidad de Castilla-La Mancha
Repositorio:RUIdeRA. Repositorio Institucional de la UCLM
OAI Identifier:oai:ruidera.uclm.es:10578/20151
Acceso en línea:http://hdl.handle.net/10578/20151
Access Level:acceso abierto
Palabra clave:International Stock Market
Macroeconomic Factors
Correlation Analysis
US
European Countries
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spelling Macroeconomic Variables and Stock Markets: An International StudyJareño Cebrián, FranciscoEscribano López, Ana MaríaCuenca, AlbertoInternational Stock MarketMacroeconomic FactorsCorrelation AnalysisUSEuropean CountriesThis 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.Euro-American Association of Economic Development Studies201920192019info:eu-repo/semantics/articleapplication/pdfapplication/pdfhttp://hdl.handle.net/10578/20151reponame:RUIdeRA. Repositorio Institucional de la UCLMinstname:Universidad de Castilla-La ManchaInglésinfo:eu-repo/semantics/openAccessoai:ruidera.uclm.es:10578/201512025-07-27T07:38:52Z
dc.title.none.fl_str_mv Macroeconomic Variables and Stock Markets: An International Study
title Macroeconomic Variables and Stock Markets: An International Study
spellingShingle Macroeconomic Variables and Stock Markets: An International Study
Jareño Cebrián, Francisco
International Stock Market
Macroeconomic Factors
Correlation Analysis
US
European Countries
title_short Macroeconomic Variables and Stock Markets: An International Study
title_full Macroeconomic Variables and Stock Markets: An International Study
title_fullStr Macroeconomic Variables and Stock Markets: An International Study
title_full_unstemmed Macroeconomic Variables and Stock Markets: An International Study
title_sort Macroeconomic Variables and Stock Markets: An International Study
dc.creator.none.fl_str_mv Jareño Cebrián, Francisco
Escribano López, Ana María
Cuenca, Alberto
author Jareño Cebrián, Francisco
author_facet Jareño Cebrián, Francisco
Escribano López, Ana María
Cuenca, Alberto
author_role author
author2 Escribano López, Ana María
Cuenca, Alberto
author2_role author
author
dc.subject.none.fl_str_mv International Stock Market
Macroeconomic Factors
Correlation Analysis
US
European Countries
topic International Stock Market
Macroeconomic Factors
Correlation Analysis
US
European Countries
description 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.
publishDate 2019
dc.date.none.fl_str_mv 2019
2019
2019
dc.type.none.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv http://hdl.handle.net/10578/20151
url http://hdl.handle.net/10578/20151
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Euro-American Association of Economic Development Studies
publisher.none.fl_str_mv Euro-American Association of Economic Development Studies
dc.source.none.fl_str_mv reponame:RUIdeRA. Repositorio Institucional de la UCLM
instname:Universidad de Castilla-La Mancha
instname_str Universidad de Castilla-La Mancha
reponame_str RUIdeRA. Repositorio Institucional de la UCLM
collection RUIdeRA. Repositorio Institucional de la UCLM
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1844166262968549377
score 15.647109

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