Do Exogenous Shocks in Macroeconomic Variables Respond to Changes in Stock Prices?
The research aims to examine the unexpected changes in stock prices due to external shocks given to the macroeconomic variables to forecast future stock market returns. The study applies two econometric models such as «Variance Decomposition» (VDC) and «Impulse Response Function» (IRF) for examining...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Government of the Russian Federation, Financial University
2022-12-01
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| Series: | Финансы: теория и практика |
| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/1868 |
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