The Relationship Between Stock Return and Macroeconomic Factors: evidence from UK

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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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Bibliographic Details
Main Author:	Liu, Yuxin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25557/

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