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| Type | Bachelor's Thesis |
| Scope | Discipline-based scholarship |
| Title | Effect of Macroeconomic Variables on the Swiss Stock Market |
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| Institution | University of Zurich |
| Faculty | Faculty of Business, Economics and Informatics |
| Number of Pages | 54 |
| Date | 2021 |
| Abstract Text | This thesis analyzes the effect of macroeconomic factors on the Swiss stock market using a multilinear regression model based on monthly data from March 2003 to December 2018, a period that includes the global financial crisis. Moreover, the time frame is divided into three sub-periods to determine whether the effect of macroeconomic variables depends on the state of the economy. The findings reveal that higher unemployment, a higher EUR-to-CHF exchange rate and higher returns of the DAX 30 Performance Index have a significant and positive effect on returns of the Swiss Market Index. Additionally, both domestic and foreign macroeconomic risk factors play a significant role. |
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