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Do Macroeconomic Variables have an Effect on the US Stock Market? formatIsbn:Softcover - 9783640720651 Of those submitted

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Do Macroeconomic Variables have an Effect on the US Stock Market? formatIsbn:Softcover - 9783640720651 Of those submittedSeminar paper from the year 2010 in the subject Economics Case Scenarios, grade: 1. 0, Berlin School of Economics, language: English, abstract: The objective of this paper is to examine whether the unanticipated change of specific macroeconomic variables influences the US stock market represented by the S&P 500 using monthly data from 1986 to 2007. Thereby, the performance of the arbitrage pricing theory of Ross (cp. Ross, S., 1976) shall be studied.

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