Macroeconomic variables and their relationship with the stock prices of six Pacific Rim countries : a cointegration approach.

• 主要作者: Liu, Ve Kiong.
• 其他作者: Maysami, Ramin Cooper
• 格式: Final Year Project
• 出版: 2008
• 主題: DRNTU::Business::Finance::Equity
• 在線閱讀: http://hdl.handle.net/10356/10866

This paper will employ the Johansen (1991) model to examine the relationship between the stock indices of six Pacific Rim countries (U.S., Japan, Singapore, Hong Kong, Korea, Indonesia and Malaysia) and their respective macroeconomic variables. The results of the Johansen (1991) test for cointegrati...