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...

Full description

Saved in:
Bibliographic Details
Main Authors: Ho, Lawrence Boon Hong., Koh, Naz Nai Cheng.
Other Authors: Cao, Yong
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/11538
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-11538
record_format dspace
spelling sg-ntu-dr.10356-115382023-05-19T06:24:06Z Sectorial study on the volatility of the capital market in Singapore. Ho, Lawrence Boon Hong. Koh, Naz Nai Cheng. Cao, Yong Nanyang Business School DRNTU::Business::Finance::Capital market 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 variables. 2008-09-24T07:56:16Z 2008-09-24T07:56:16Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11538 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Capital market
spellingShingle DRNTU::Business::Finance::Capital market
Ho, Lawrence Boon Hong.
Koh, Naz Nai Cheng.
Sectorial study on the volatility of the capital market in Singapore.
description 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 variables.
author2 Cao, Yong
author_facet Cao, Yong
Ho, Lawrence Boon Hong.
Koh, Naz Nai Cheng.
format Final Year Project
author Ho, Lawrence Boon Hong.
Koh, Naz Nai Cheng.
author_sort Ho, Lawrence Boon Hong.
title Sectorial study on the volatility of the capital market in Singapore.
title_short Sectorial study on the volatility of the capital market in Singapore.
title_full Sectorial study on the volatility of the capital market in Singapore.
title_fullStr Sectorial study on the volatility of the capital market in Singapore.
title_full_unstemmed Sectorial study on the volatility of the capital market in Singapore.
title_sort sectorial study on the volatility of the capital market in singapore.
publishDate 2008
url http://hdl.handle.net/10356/11538
_version_ 1770563454178951168