US Stock Market and Macroeconomic Factors

This paper analyzes the relationship between the US stock market and some relevant US macroeconomic factors, such as gross domestic product, the consumer price index, the industrial production index, the unemployment rate and long-term interest rates. All the relevant factors show statistically sign...

ver descrição completa

Detalhes bibliográficos
Autores: Jareño Cebrián, Francisco, Negrut, Loredana
Formato: artículo
Fecha de publicación:2016
País:España
Recursos:Universidad de Castilla-La Mancha
Repositorio:RUIdeRA. Repositorio Institucional de la UCLM
OAI Identifier:oai:ruidera.uclm.es:10578/7960
Acesso em linha:http://hdl.handle.net/10578/7960
Access Level:acceso abierto
Palavra-chave:Correlation Analysis
Macroeconomic factors
US Economy
US Stock Market
Descrição
Resumo:This paper analyzes the relationship between the US stock market and some relevant US macroeconomic factors, such as gross domestic product, the consumer price index, the industrial production index, the unemployment rate and long-term interest rates. All the relevant factors show statistically significant relationships with the stock market except for the consumer price index, and the signs are consistent with the findings of previous literature.