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

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

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Dennis SauertDennis Sauert
Sozialwissenschaften, Recht, Wirtschaft
Wirtschaft
Volkswirtschaft
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 pricin...
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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 pricin...
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Details

  • ISBN: 9783640720217
  • Seitenzahl: 21
  • Kopierschutz: Kein
  • Erscheinungsdatum: 12.10.2010
  • Verlag: GRIN VERLAG
  • Sprache: Englisch
  • Formate: epub, pdf

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