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Title: | The relationship between the stock market and consumer confidence : the experience from international markets |
Authors: | Camilleri Kamsky, Andrew |
Keywords: | Stock exchanges Consumers |
Issue Date: | 2012 |
Abstract: | This dissertation seeks to determine the direction of causality between the stock market and consumer confidence. Explaining such a relationship involves assessing whether the direction of causality runs from the stock market to consumer confidence, or whether the causality is opposite in nature such that the consumer confidence predicts fluctuations in the stock market. In doing so the causality theory is employed, whereby the Granger Causality test is used in order to try and establish whether a direction of causality exists and if so the direction it follows. The focus is on the international experience where the analysis covers six of the top ten biggest stock markets in terms of market capitalization. |
Description: | B.COM.(HONS)ECONOMICS |
URI: | https://www.um.edu.mt/library/oar//handle/123456789/5008 |
Appears in Collections: | Dissertations - FacEma - 2012 Dissertations - FacEMAEco - 2012 |
Files in This Item:
File | Description | Size | Format | |
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12BEC005.pdf Restricted Access | 1.98 MB | Adobe PDF | View/Open Request a copy |
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