Relative forecasting performance of stock return for real activity in emerging markets of ASEAN countries

• Main Author: Lim, Yin Ping
• Format: Thesis
• Language: English
• Published: 2012
• Online Access: http://psasir.upm.edu.my/id/eprint/39213/1/FEP%202012%2012R.pdf; http://psasir.upm.edu.my/id/eprint/39213/

This study has given a focus on the forecasting ability of stock market return for real GDP using stock market indicators. The forecasting ability of various financial variables particularly stock market variables for real economic activity is highly important since it signals whether policy makers...