Market Volatility and Macroeconomic Factors

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Market Volatility and Macroeconomic Factors

This study investigates the relationship between macroeconomic factors and the stock market volatility. Following macroeconomic variables are used: industrial production, inflation rate, interest rate and exchange rate. Shanghai Exchange Composite Index, Standard & Poor’s 500, FTSE 100 and Deuts...

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Bibliographic Details
Main Author:	Gao, Kang
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/26080/

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