Sectorial study on the volatility of the capital market in Singapore.
This paper studies the effects of the volatility of domestic and international variables on the Singapore Stock Market Sectorial Indices. Researchers regressed the conditional volatility of the Singapore Stock Market Sectorial Indices against the conditional volatility of other macroeconomic variabl...
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/11538 |
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| Institution: | Nanyang Technological University |