RELATION BETWEEN MACROECONOMIC VARIABLES AND GENERAL INDEX IN TEHRAN STOCK EXCHANGE

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SAEIDI PARVIZ; AMIRI ABD ELAH

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Journal: Journal of Economic Modelling Year:2009 | Volume:2 | Issue:2 (6) Page(s): 111-130

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Title

RELATION BETWEEN MACROECONOMIC VARIABLES AND GENERAL INDEX IN TEHRAN STOCK EXCHANGE

Author(s)

SAEIDI PARVIZ | AMIRI ABD ELAH | Issue Writer Certificate

Keywords

STOCK EXCHANGE MARKETQ3

GENERAL INDEX IN STOCK EXCHANGEQ3

CPIQ2

OIL PRICEQ2

FOREIGN EXCHANGE RATEQ2

Abstract

Stock exchange index is the most important factor in identifying the stock exchange of a country. The main purpose of the present research is to examine the relations between macroeconomic variables and general index of the stock exchange; hence, the basic question of the research is "Is there any relation between macroeconomic variables, including CPI, foreign exchange market rate, OIL PRICE and general index in Tehran Stock Exchange?" In order to examine hypotheses, we have used econometric methods, OSL Method, Linear Regression Model, Dicki Fuller and Philips Prone Model, Fisher Test and White Test during 2001-2008 quarterly.The results show that there is no statistical relation between CPI, foreign exchange market rate and general index in Tehran Stock Exchange; however, there is a statistical reverse relation between OIL PRICE and general index in Tehran Stock Exchange.

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APA: Copy

SAEIDI, PARVIZ, & AMIRI, ABD ELAH. (2009). RELATION BETWEEN MACROECONOMIC VARIABLES AND GENERAL INDEX IN TEHRAN STOCK EXCHANGE. ECONOMIC MODELLING, 2(2 (6)), 111-130. SID. https://sid.ir/paper/176365/en

Vancouver: Copy

SAEIDI PARVIZ, AMIRI ABD ELAH. RELATION BETWEEN MACROECONOMIC VARIABLES AND GENERAL INDEX IN TEHRAN STOCK EXCHANGE. ECONOMIC MODELLING[Internet]. 2009;2(2 (6)):111-130. Available from: https://sid.ir/paper/176365/en

IEEE: Copy

PARVIZ SAEIDI, and ABD ELAH AMIRI, “RELATION BETWEEN MACROECONOMIC VARIABLES AND GENERAL INDEX IN TEHRAN STOCK EXCHANGE,” ECONOMIC MODELLING, vol. 2, no. 2 (6), pp. 111–130, 2009, [Online]. Available: https://sid.ir/paper/176365/en

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