• evaluation of the relationship between macroeconomic variables and industrial price index in tehran stock exchange

    جزئیات بیشتر مقاله
    • تاریخ ارائه: 1400/08/01
    • تاریخ انتشار در تی پی بین: 1400/08/01
    • تعداد بازدید: 684
    • تعداد پرسش و پاسخ ها: 0
    • شماره تماس ژورنال: 348136784

    this study investigates the separate relationships between three macroeconomic variables—the consumer price index, oil prices, and foreign exchange rates—and the consolidated price movements of a 28-industry index of stocks listed on the tehran stock exchange during 2010–2014. we hypothesize a significant and direct relation between each macro variable and price movements of the 28-industry index. to test our hypotheses, we use econometric methods that include ordinary least squares (ols), linear regression, the dickey–fuller test, the phillips–perron unit root test, the f test, and the white test. results indicate a direct and significant relation between the cpi and the 28-industry index. however, results confirm that there is no significant relation between either the oil price or the exchange rate and the index during the period examined.

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