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
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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