The dynamics of stock market returns and macroeconomic indicators: An ARDL approach with cointegration
Macroeconomic indicators are amongst the most important and used tools for investors as they provide an outlook for the economy and thus improve the assessment of investments e.g. for asset allocation. The purpose of this thesis is to investigate the short- and long-run relationship between the US s...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Industriell ekonomi och organisation (Inst.)
2016
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189995 |