Dynamic Causal Analysis between
the Stock Market and Macroeconomic Variables in the USA

QR Code

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...

Full description

Bibliographic Details
Main Author:	Chung, Rhys
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2021
Online Access:	https://eprints.nottingham.ac.uk/66535/

Similar Items

Causal relationship between stock market returns and macroeconomic variables in Nigeria
by: Ali, Umar Ahmad, et al.
Published: (2015)

Causal relationship between the volatility of stock market and selected macroeconomic variables: case of Malaysia
by: Lida Nikmanesh,, et al.
Published: (2014)

Granger Causality Between The Stock Market Index and Macroeconomic Variables. A Study of Malaysia and Singapore
by: Sircar, Shadee Mosaddek
Published: (2009)

The Relationship between Macroeconomic Variables and Stock Market Performance in Thailand
by: Lee, Yeow Keat, et al.
Published: (2017)

The dynamics of macroeconomics variables and the volatility of Indonesia stock markets: evidence from Islamic and conventional stock markets
by: Abduh, Muhamad, et al.
Published: (2013)

Macroeconomic Variables Influence on Stock Market Performance
by: Norazidah, Shamsudin, et al.
Published: (2021)

Macroeconomics Variables and the Stock Market : The Case of Russia
by: Yelyubayev, Talgat
Published: (2011)

Influences Of Macroeconomic Variables On The Malaysian Stock Market
by: Mei, Cheng Mei
Published: (2005)

Relationship between stock market and macroeconomic variables / Syazwani Ezzaty Zafrin
by: Zafrin, Syazwani Ezzaty
Published: (2015)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

Causal Relations Between Macroeconomic Factors and Vietnamese Stock Market Returns: A Johansen Cointegration Test
by: Nguyen, The Huy
Published: (2018)

The impact of macroeconomic variables on the stock market performance in Japan
by: Yip, Jia Shen, et al.
Published: (2014)

The relationship between macroeconomic variables and stock prices
by: Goh, Lee Hua, et al.
Published: (2013)

A study on the dynamic relations between macroeconomic variables and stock market performance / Huzaimi Hussain... [et al.]
by: Hussain, Huzaimi, et al.
Published: (2005)

Macroeconomic Variables and Stock Returns: Empirical Evidence from Nigerian Stock Market
by: Adenike, Azeez Aminat
Published: (2009)

Stock market returns and macroeconomic variables in nigeria: testing for dynamic linkages with a structural break
by: Ali, Umar Ahmad, et al.
Published: (2015)

An autoregressive distributive lag for the analysis of macroeconomic variables on stock market returns in Nigeria
by: Ali, Umar Ahmad, et al.
Published: (2015)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Linkages Between Stock Return And Macroeconomic Variables In Malaysia
by: Phang, Chee Kong
Published: (2006)

The Effects of Macroeconomic Variables on Stock Market Returns in Developing Markets: The Case of Indonesia
by: Sunarso, Nydia Angelina
Published: (2015)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)

The dynamic relationships of macroeconomic variables and stock index : study of Malaysia and Singapore
by: Yap, Sarah Siong Yen
Published: (2012)

Macroeconomic Variables on Indonesia Stock Market Return: Quantile Regression Approach
by: Lavi, Evan Wiranata
Published: (2017)

The Effects of Macroeconomic Variables on Stock Market in China: The Case of CSI 300
by: YAO, Jiaming
Published: (2019)

The Impact of Macroeconomic Variables on Overall and Segmented Stock Market Returns in China
by: HU, YING
Published: (2020)

Impact of macroeconomic variables on stock market development: Evidence from Malaysia
by: Yong, Shin Ying, et al.
Published: (2013)

The review of stock returns and macroeconomic variables
by: Ali, Umar Ahmad, et al.
Published: (2015)

The relationship between macroeconomics variables towards Malaysian stock market / Nurul Ashiqin Mohd Hatta
by: Mohd Hatta, Nurul Ashiqin
Published: (2018)

The relationship between selected macroeconomic variables towards stock market in Malaysia / Nurdiyana Mohd Shah
by: Mohd Shah, Nurdiyana
Published: (2017)

An empirical investigation of the dynamic relations between macroeconomic factors and the stock markets of Malaysia and Thailand
by: Ramin Cooper Maysami,, et al.
Published: (2001)

The impact of macroeconomic variables on the Indonesian stock market volatility: conventional vis-a-vis Islamic stock market
by: Surur, Miftaskhus, et al.
Published: (2012)

The relationship between macroeconomic variables towards Islamic stock market in Malaysia / Nurul Ain Ali Mokhtar
by: Ali Mokhtar, Nurul Ain
Published: (2017)

Revisiting relationship between Malaysian Stock Market Index and selected macroeconomic variables using asymmetric cointegration
by: Hakimah Nur Ahmad Hamidi,, et al.
Published: (2018)

An Investigation Of The Oil Price Risk Factor And Macroeconomics Variables In The Asean Stock Market
by: Ansarifar, Alireza
Published: (2009)

Relationship between macroeconomic variables and stock market indices: cointegration evidence from stock exchange of Singapore’s all-S sector indices
by: Ramin Cooper Maysami,, et al.
Published: (2005)

Weather, macroeconomic variables and stock price in japan
by: Chai, Kheng Ying
Published: (2015)

Dynamics Between Malaysian Equity Market And Macroeconomic Variables : An Application Of Kalman Filter Model With Heteroskeda
by: Cheah, Lee Hen
Published: (2006)

The dynamic causality between money and macroeconomic activity:empirical evidence from Nigeria (1960-2011)
by: Olatunji, Tajudeen Mukhtar, et al.
Published: (2012)