Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies

Keyphrases

• Developing Economies 100%
• Equity Returns 100%
• Inflation 66%
• Consumer Confidence 66%
• Retail Sales 66%
• Macro Shocks 66%
• Dominant Role 33%
• China 33%
• India 33%
• Trade Balance 33%
• Durable Goods 33%
• Gross Domestic Product 33%
• Bilateral Trade 33%
• Stock Market 33%
• Industrial Production 33%
• Global Trade 33%
• US Economy 33%
• Conditional Volatility 33%
• Domestic Trade 33%
• Equity Volatility 33%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Macroeconomics 100%
• Exploratory Data Analysis 100%
• Inflation 66%
• Volatility 66%
• Trade Balance 33%
• Durable Good 33%
• Global Trade 33%