How does the stock market reflect the macroeconomic conditions? Evidence from Italy
Agostini, Andrea (A.A. 2021/2022) How does the stock market reflect the macroeconomic conditions? Evidence from Italy. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 80. [Master's Degree Thesis]
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Abstract/Index
Literature review. Retrieving the macro-factors. Data. Methodology. Factors. Idenetifying the models. Explanatory model. Forecasting model.
References
Bibliografia: pp. 74-80.
Thesis Type: | Master's Degree Thesis |
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Institution: | Luiss Guido Carli |
Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
Chair: | Asset pricing |
Thesis Supervisor: | Borri, Nicola |
Thesis Co-Supervisor: | Reichlin, Pietro |
Academic Year: | 2021/2022 |
Session: | Summer |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 03 Oct 2022 12:50 |
Last Modified: | 03 Oct 2022 12:50 |
URI: | https://tesi.luiss.it/id/eprint/33512 |
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