The impacts of short-term interest rate on stock price: A case study in UK with LIBOR 3 months rate and FTSE 100

data collected in the period of time: 2005-2015 The objectives of the project are: – Identijy how does
the stock market respond to the changes of interest rate? (especially during the scandal of LIBOR)
ident’qjl the dynamic relationship between interest rate and stock prices. And if there is causal
relationship also? – May do some tests to see if other macroeconomic variables impact on stock price.
and then see how much does the interest rate variable impact on share price if the other variables are
controlled? – May do a test to forecast?