Dennis Sauert
Broschiertes Buch

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

Empirical Evidence in the Case of the S & P 500

Versandkostenfrei!
Versandfertig in 1-2 Wochen
18,95 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
0 °P sammeln!
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 ofRoss (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 pro...