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| dc.contributor.author | Gebran, Guitta Salah. |
| dc.date.accessioned | 2013-10-02T09:24:04Z |
| dc.date.available | 2013-10-02T09:24:04Z |
| dc.date.issued | 2013 |
| dc.identifier.uri | http://hdl.handle.net/10938/9679 |
| dc.description | Project (M.A.F.E.)--American University of Beirut, Department of Economics, 2013. |
| dc.description | First Reader : Dr. Leonidas Michelis, Professor, Economics--Second Reader : Dr. Yassar Nasser, Lecturer, Economics. |
| dc.description | Includes bibliographical references (leaves 57-59) |
| dc.description.abstract | The aim of this paper is to study the relationship between the Dow Jones and the SandP 500 returns with macroeconomic variables mainly the industrial production, the oil price, the money supply M1, the unemployment rate and the 3-month Treasury bill rate. We will use monthly data starting from January 1990 to December 2012. The models used are the Arbitrage Pricing Theory and the Error Correction Model. |
| dc.format.extent | ix, 59 leaves : ill. ; 30 cm. |
| dc.language.iso | eng |
| dc.relation.ispartof | Theses, Dissertations, and Projects |
| dc.subject.classification | Pj:001739 AUBNO |
| dc.subject.lcsh | Stocks -- Prices. |
| dc.subject.lcsh | Macroeconomics. |
| dc.subject.lcsh | Stock exchanges. |
| dc.subject.lcsh | Dow Jones averages. |
| dc.subject.lcsh | Stock price indexes. |
| dc.subject.lcsh | Regression analysis. |
| dc.title | Stock returns and macroeconomic variables |
| dc.type | Project |
| dc.contributor.department | American University of Beirut. Faculty of Arts and Sciences. Department of Economics. |
