Dynamic Changes in Apple Stock Price During the Period of Short-term Uncertain Situation-Based on Stata Application

Yudong Peng

Chapter 43 in Economic Management and Big Data Application:Proceedings of the 3rd International Conference, 2024, pp 485-497 from World Scientific Publishing Co. Pte. Ltd.

Abstract: In 2022, the outbreak of the Russia-Ukraine war, the disruption of the global supply chain, and many other factors have had a huge impact on the global economy. To control the high inflation rate and curb economic overheating, on March 16, the Fed raised interest rates for the first time since 2018 to curb inflation and stabilize prices. The Fed’s interest rate hikes have a significant impact in many areas, including the stock market. To find the relationship between them, the paper uses computer simulation modeling. This paper first introduces the impact caused by the Fed’s interest rate hikes on different markets and analyzes the spillover effect. Then this paper selects data from the USD exchange rate and Apple stock price before and after the Fed’s interest rate hikes and uses the ARMA-GARCH model to model and analyses the data to study how the Apple company has been affected by the Fed’s interest rate hikes and predict the future development of the Apple stock price. Finally, this paper analyzes the factors that will affect the stock market. The analyzing process is mainly based on the Stata application.

Keywords: Big Data; Information Management; Economic; Data Applications; Blockchain; E-commerce (search for similar items in EconPapers)
JEL-codes: C63 C8 O14 (search for similar items in EconPapers)
Date: 2024
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