The Relationship Between Stock Return and Macroeconomic Factors: evidence from UK
This dissertation has explored the relationship between stock return and macroeconomic factors, in terms of interest rate, inflation, exchange rate, money supply and real economic activity. The econometric models are Granger Causality test and Vector Autoregression. We find the relationship between...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2012
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| Online Access: | http://eprints.nottingham.ac.uk/25557/ http://eprints.nottingham.ac.uk/25557/1/dissertaion_of_Yuxin_Liu.pdf |