Dynamic Causal Analysis between the Stock Market and Macroeconomic Variables in the USA
This dissertation examines the dynamic relationships between the US stock market and macroeconomic variables such as consumer price index, industrial production, interest rates and money supply during the regimes of six different Federal Reserve Chairs between 1970-2020. Using Johansen’s cointegrati...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2021
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| Online Access: | https://eprints.nottingham.ac.uk/66535/ |