Santos de Oliveira, Helena Maria; Moutinho, Victor Ferreira - 2023
In this work, we propose to study the impact of macroeconomic variables on stock returns. For that, we use data from five individual stock exchanges: Dow Jones and Nasdaq 100 for the USA, Nikkei 225 for Japan, FTSE 100 for England, and DAX40 for Germany and macroeconomic variables such as...
