Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets

This Master’s thesis attempts to analyse and examine the effects of inflation on market returns for different areas. The research analysis is aimed initially at the stock market returns indices within major global economic regions: United States, Euro Zone19 and OECD countries. This thesis contribu...

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Main Author: Roșca, Grigore
Other Authors: Jyväskylän yliopiston kauppakorkeakoulu, Jyväskylä University School of Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Format: Master's thesis
Language:eng
Published: 2024
Subjects:
Online Access: https://jyx.jyu.fi/handle/123456789/96945
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author Roșca, Grigore
author2 Jyväskylän yliopiston kauppakorkeakoulu Jyväskylä University School of Business and Economics Jyväskylän yliopisto University of Jyväskylä
author_facet Roșca, Grigore Jyväskylän yliopiston kauppakorkeakoulu Jyväskylä University School of Business and Economics Jyväskylän yliopisto University of Jyväskylä Roșca, Grigore Jyväskylän yliopiston kauppakorkeakoulu Jyväskylä University School of Business and Economics Jyväskylän yliopisto University of Jyväskylä
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description This Master’s thesis attempts to analyse and examine the effects of inflation on market returns for different areas. The research analysis is aimed initially at the stock market returns indices within major global economic regions: United States, Euro Zone19 and OECD countries. This thesis contributes to the academic literature by providing evidence that challenges the traditional inflation – market returns relationship analysis. Based on the analyses evidences, further recommendations are to include in future research analysis more macroeconomic and economic activity variables to incorporate all macroeconomic shocks and global economic events.
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spellingShingle Roșca, Grigore Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets Master's Degree Programme in Banking and International Finance
title Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets
title_full Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets
title_fullStr Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets
title_full_unstemmed Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets
title_short Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets
title_sort analyzing time dependent relationships the impact of unexpected and expected inflation on stock and commodity markets
title_txtP Analyzing time-dependent relationships: The impact of unexpected and expected inflation on stock and commodity markets
topic Master's Degree Programme in Banking and International Finance
topic_facet Master's Degree Programme in Banking and International Finance
url https://jyx.jyu.fi/handle/123456789/96945 http://www.urn.fi/URN:NBN:fi:jyu-202409055829
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