Χρηματιστήρια και ΑΕΠ μια εμπειρική μελέτη
This study aspires to examine the probable causal relationship between stock markets, as expressed by the stock market index, and GDP, which served as the variables. In this effort, USA, Japan, and the UK were selected as the countries from which the sample data were collected and analyzed. The data were retrieved from Data FRED database, covering the time span from 1998 to 2015. For the statistical analysis of the sample's time series, stationarity tests and cointegration tests were used as well as Granger causality tests. The results from the undertaken tests indicated little to no significant causality between the variables examined.