Stock market returns and GDP growth
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More about this item
Keywords
macroeconomic fluctuations; financial markets; stock prices; ARDL bounds test; asymmetric cointegration;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FDG-2024-05-20 (Financial Development and Growth)
- NEP-FMK-2024-05-20 (Financial Markets)
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