A study on the impact of macroeconomic indicators on the stock price by relaxing the assumptions of stationarity in time series data in a general linear model
M.I. Nafeesathul Basariya, Punniyamoorthy Murugesan
| Year of publication: |
2021
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| Authors: | Basariya, M. I. Nafeesathul ; Murugesan, Punniyamoorthy |
| Published in: |
International journal of enterprise network management : IJENM. - Olney, Bucks. : Inderscience Enterprises Ltd., ISSN 1748-1260, ZDB-ID 2251613-X. - Vol. 12.2021, 1, p. 56-69
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| Subject: | consumer price index | consumption | gross domestic product | stock prices | stationarity | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Verbraucherpreisindex | Consumer price index | Aktienindex | Stock index | Schätztheorie | Estimation theory | Bruttoinlandsprodukt | Gross domestic product |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJENM.2021.112659 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012503310