Relationship between macroeconomic variables and stock market indices: cointegration evidence from stock exchange of Singapore’s all-S sector indices

The relationship between macroeconomic variables and stock market returns is, by now, well-documented in the literature. However, a void in the literature relates to examining the cointegration between macroeconomic variables and stock market’s sector indices rather than the composite index. Thus in...

詳細記述

保存先:
書誌詳細
主要な著者: Ramin Cooper Maysami,, Lee, Chuin Howe, Mohamad Atkin Hamzah,
フォーマット: 論文
言語:English
出版事項: Penerbit Universiti Kebangsaan Malaysia 2005
オンライン・アクセス:http://journalarticle.ukm.my/1762/1/Jp24-03.pdf
http://journalarticle.ukm.my/1762/
http://www.ukm.my/penerbit/jurus.htm
タグ: タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!

類似資料