Understanding Uncertainties
Master thesis
Permanent lenke
http://hdl.handle.net/11250/2578334Utgivelsesdato
2018Metadata
Vis full innførselSamlinger
- Master of Science [1822]
Sammendrag
This thesis investigates the relationship between macroeconomic uncertainty and
stock market volatility. The study focuses particularly on how uncertainty about the
macroeconomic factor expected future GDP growth influences variation in stock
prices. Our results indicate that increased macroeconomic uncertainty generate
volatility in the stock market for an extended period of time. Furthermore, an
analysis of the volume of trade on the S&P 500 index shows that the market
responds to increased stock market volatility.
Beskrivelse
Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018