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Empirical Analysis Impact of Inflation Dynamics on Financial Market Performance

Economics

Empirical Analysis Impact of Inflation Dynamics on Financial Market Performance

Q. (. Liul

Discover how inflation influences financial market performance in this insightful study conducted by Qingren (Peter) Liul. By analyzing data from the Consumer Price Index and major stock indices from 2000 to 2023, the research reveals fascinating temporal variations in correlations that could reshape your understanding of market dynamics.

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Playback language: English
Abstract
This study investigates the impact of inflation on financial market performance using data from the Consumer Price Index (CPI), Nasdaq index, and S&P 500 index from 2000 to 2023. Correlation analysis and benchmark regression are employed to assess the relationship, with temporal heterogeneity analysis used to examine the impact across different time periods (pre- and post-2007 financial crisis and pre- and post-COVID-19 pandemic). The study finds a generally positive impact of CPI on the financial market, but this relationship varies across time, showing a negative correlation with the Nasdaq before the 2007 crisis and a positive correlation afterward, before becoming less substantial after the COVID-19 pandemic.
Publisher
Proceedings of the 3rd International Conference on Business and Policy Studies
Published On
Authors
Qingren (Peter) Liul
Tags
inflation
financial market
Consumer Price Index
Nasdaq index
S&P 500 index
correlation analysis
temporal heterogeneity

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