Causal Link Between the Polish Stock Market and Selected Macroeconomic Indicators
This article proposes a study of dynamics in the bi-directional relationship between macroeconomic factors and the stock market in Poland. In order to verify Granger’s causality and analyse the course of the impulse response function, a model of vector autoregression was used. The analysis is based...
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| Format: | Article |
| Language: | English |
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Wydawnictwo Naukowe Wydziału Zarządzania Uniwersytetu Warszawskiego
2019-07-01
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| Series: | Problemy Zarządzania |
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| Online Access: | https://pz.wz.uw.edu.pl/resources/html/article/details?id=190900 |