the relationship between stock market and macroeconomic variables: a case study for iran
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چکیده
منابع مشابه
The Relationship between Stock Market and Macroeconomic Variables: a Case Study for Iran
This paper examines the causal relationship between stock prices and macroeconomic aggregates in Iran, by applying the techniques of the long–run Granger non–causality test proposed by Toda and Yamamoto (1995). We test the causal relationships between the TEPIX Index and the three macroeconomic variables: money supply, value of trade balance, and industrial production using quarterly data for t...
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This focus of this paper are the effect, implication, impact and realtionship between selected macroeconomic variables and wider US indices S&P 500 and industrial Dow Jones Industrial Average (DJIA). I Consider inflation, interest rates, money supply, producer price index, industrial production index, oil price and unemployment and their impact on selected stock indices in the USA between 1999 ...
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عنوان ژورنال:
iranian economic reviewناشر: university of tehran
ISSN 1026-6542
دوره 11
شماره 17 2006
میزبانی شده توسط پلتفرم ابری doprax.com
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