Stock market consequences of macro economic fundamentals
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More about this item
KeywordsCo-integration; Granger’s Causality; Liquidity-Elasticity; Equity-Elasticity; Market Capitalization; Simulation;
- E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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