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...
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主要な著者: | Ramin Cooper Maysami,, Lee, Chuin Howe, Mohamad Atkin Hamzah, |
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フォーマット: | 論文 |
言語: | English |
出版事項: |
Penerbit Universiti Kebangsaan Malaysia
2005
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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 |
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