Economics, Econometrics and Finance
8 years ago

Stock Prices Linked to Macroeconomic Factors, Impacting Investments and Economies Worldwide

2 views
Istanbul Stock Exchange Review
Cointegration and Causality Between Macroeconomic Variables and Share Prices
Ömer Yılmaz, Bener Güngör, Vedat Kaya

Paper Summary

The study looked at whether certain economic factors are related to share prices. They analyzed data from 1990 to 2003, including stock market index, inflation rate, money supply, interest rate, exchange rate, trade balance, and industrial production. By using statistical tests, they found that some economic factors are linked to share prices in the long term.

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