publication . Bachelor thesis . 2011

The Effect of Macroeconomic Variables on Market Risk Premium : Study of Sweden, Germany and Canada

Tahmidi, Arad; Sheludchenko, Dmytro; Allahyari Westlund, Samira;
Open Access English
  • Published: 01 Jan 2011
  • Publisher: Mälardalens högskola, Akademin för hållbar samhälls- och teknikutveckling
  • Country: Sweden
Abstract
ABSTRACT Title The Effect of Macroeconomic Variables on Market Premium. Study of Sweden, Germany and Canada Authors Samira Allahyari Westlund Arad Tahmidi Dmytro Sheludchenko Supervisor Christos Papahristodoulou Key words Macroeconomic, market risk premium, GDP, inflation, money supply, primary net lending and net borrowing, regression analysis. Institution Mälardalen University School of Sustainable Development of Society and Technology Box 883, SE-721 23 Västerås Sweden Course Bachelor Thesis in Economics (NAA 301), 15 ECTS Problem statement Risk premium value is of great interest to the financial world, since this value represents the extra return that invest...
Subjects
free text keywords: Macroeconomic, market risk premium, GDP, inflation, money supply, primary net lending and net borrowing, regression analysis
Related Organizations

Table 1. Correlation Matrices between the Variables.................................................................................. 17 Table 2. Results for Germany..................................................................................................................... 19 Table 3. Results for Sweden....................................................................................................................... 20 Table 4. Results for Canada ....................................................................................................................... 21 Gujarati, D. 2003. Basic econometrics, 4th ed., McGrawhill, Boston.

Parkin, M. 2007. Macroeconomics, 8th ed., Addison -Wesley, Harlow.

Roll, R. and S. A. Ross. 1986. Economic Forces and Stock Market, The Journal of Business 59, 383-403

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