Sökning: "macrovariables and stock market"

Hittade 1 uppsats innehållade orden macrovariables and stock market.

  1. 1. EMPIRICAL TEST ON MACROECONOMIC FACTORS AND STOCK MARKET ANALYSIS: CASE OF KAZAKHSTAN STOCK MARKET

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Billura Bayramova; Saida Ojagverdiyeva; [2010]
    Nyckelord :Vector Autoregressive Model VAR ; causality; impulse response; variance decomposition; Business and Economics;

    Sammanfattning : This paper analyzes the interactions between Kazakhstan stock market index and maroeconomic variables. The vector autoregressive model (VAR) is employed; Granger causality, impulse responses and variance decomposition tests are implemented. The results show weak interactions among tested variables and the market. LÄS MER