Dynamic Interactions Between Stock Returns, Domestic Product and Interest Rates: Evidence from Poland
The paper investigates the relationships between stock returns (represented by changes in the main stock index quoted on Warsaw Stock Exchange, WIG) and changes in Gross Domestic Product, as well as changes in long‑term and short‑term interest rates in Poland over the years 2001–2016. Quarterly data...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2018-02-01
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| Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
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| Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/1780 |