IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789811270277_0043.html
   My bibliography  Save this book chapter

Dynamic Changes in Apple Stock Price During the Period of Short-term Uncertain Situation-Based on Stata Application

In: Economic Management and Big Data Application Proceedings of the 3rd International Conference

Author

Listed:
  • Yudong Peng

Abstract

In 2022, the outbreak of the Russia-Ukraine war, the disruption of the global supply chain, and many other factors have had a huge impact on the global economy. To control the high inflation rate and curb economic overheating, on March 16, the Fed raised interest rates for the first time since 2018 to curb inflation and stabilize prices. The Fed’s interest rate hikes have a significant impact in many areas, including the stock market. To find the relationship between them, the paper uses computer simulation modeling. This paper first introduces the impact caused by the Fed’s interest rate hikes on different markets and analyzes the spillover effect. Then this paper selects data from the USD exchange rate and Apple stock price before and after the Fed’s interest rate hikes and uses the ARMA-GARCH model to model and analyses the data to study how the Apple company has been affected by the Fed’s interest rate hikes and predict the future development of the Apple stock price. Finally, this paper analyzes the factors that will affect the stock market. The analyzing process is mainly based on the Stata application.

Suggested Citation

  • Yudong Peng, 2024. "Dynamic Changes in Apple Stock Price During the Period of Short-term Uncertain Situation-Based on Stata Application," World Scientific Book Chapters, in: Sikandar Ali Qalati (ed.), Economic Management and Big Data Application Proceedings of the 3rd International Conference, chapter 43, pages 485-497, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811270277_0043
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789811270277_0043
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789811270277_0043
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Keywords

    Big Data; Information Management; Economic; Data Applications; Blockchain; E-commerce;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • O14 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Industrialization; Manufacturing and Service Industries; Choice of Technology

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789811270277_0043. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.