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The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market

Cilt: 6 Sayı: 1 1 Mart 2016
  • Xanthi Partalidou
  • Apostolos Kiohos
  • Grigoris Giannarakis
  • Nikolaos Sariannidis
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EN

The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market

Öz

This study examines the impact of financial and economic variables on the industrial Dow Jones Industrial Average (DJIA) using daily data over the sample period March 1995 - May 2014. Gold, Bond, Currency, Metals and Oil market were taken into consideration, and, as well as, their impact on the DJIA. The results of the model GJR – GARCH proved that the purchase of gold, of decade bonds (10 Year Treasury Note) and the U.S. Dollar/Yen exchange rate affect, negatively, the returns of DJIA. On the other hand, it was made clear that the purchase of industrial metals affects, positively, the returns of DJIA. Lastly, our findings indicate that the asymmetry of the oil returns affects- extremely negatively- the DJIA returns.

Anahtar Kelimeler

Ayrıntılar

Birincil Dil

İngilizce

Konular

Mühendislik

Bölüm

Konferans Bildirisi

Yazarlar

Xanthi Partalidou Bu kişi benim

Apostolos Kiohos Bu kişi benim

Grigoris Giannarakis Bu kişi benim

Nikolaos Sariannidis Bu kişi benim

Yayımlanma Tarihi

1 Mart 2016

Gönderilme Tarihi

1 Mart 2016

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2016 Cilt: 6 Sayı: 1

Kaynak Göster

APA
Partalidou, X., Kiohos, A., Giannarakis, G., & Sariannidis, N. (2016). The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market. International Journal of Energy Economics and Policy, 6(1), 76-81. https://izlik.org/JA39JZ87RS
AMA
1.Partalidou X, Kiohos A, Giannarakis G, Sariannidis N. The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market. IJEEP. 2016;6(1):76-81. https://izlik.org/JA39JZ87RS
Chicago
Partalidou, Xanthi, Apostolos Kiohos, Grigoris Giannarakis, ve Nikolaos Sariannidis. 2016. “The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market”. International Journal of Energy Economics and Policy 6 (1): 76-81. https://izlik.org/JA39JZ87RS.
EndNote
Partalidou X, Kiohos A, Giannarakis G, Sariannidis N (01 Mart 2016) The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market. International Journal of Energy Economics and Policy 6 1 76–81.
IEEE
[1]X. Partalidou, A. Kiohos, G. Giannarakis, ve N. Sariannidis, “The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market”, IJEEP, c. 6, sy 1, ss. 76–81, Mar. 2016, [çevrimiçi]. Erişim adresi: https://izlik.org/JA39JZ87RS
ISNAD
Partalidou, Xanthi - Kiohos, Apostolos - Giannarakis, Grigoris - Sariannidis, Nikolaos. “The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market”. International Journal of Energy Economics and Policy 6/1 (01 Mart 2016): 76-81. https://izlik.org/JA39JZ87RS.
JAMA
1.Partalidou X, Kiohos A, Giannarakis G, Sariannidis N. The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market. IJEEP. 2016;6:76–81.
MLA
Partalidou, Xanthi, vd. “The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market”. International Journal of Energy Economics and Policy, c. 6, sy 1, Mart 2016, ss. 76-81, https://izlik.org/JA39JZ87RS.
Vancouver
1.Xanthi Partalidou, Apostolos Kiohos, Grigoris Giannarakis, Nikolaos Sariannidis. The impact of Gold, Bond, Currency, Metals and Oil markets on the USA stock market. IJEEP [Internet]. 01 Mart 2016;6(1):76-81. Erişim adresi: https://izlik.org/JA39JZ87RS