The role of stock market volatility in predicting macroeconomic quantities.

This paper explores predictability of stock market volatility over macroeconomic quantities. We measure stock market volatility with the variance of stock prices while the macroeconomic quantities are represented by the growth rates of macroeconomic variables. This paper performs correlation analyse...

Full description

Saved in:
Bibliographic Details
Main Authors: Leong, Florence Mei Hua., Wirawan, Sulistiyana., Kevin, Yohanes.
Other Authors: Nanyang Business School
Format: Final Year Project
Language:English
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10356/51380
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English
Be the first to leave a comment!
You must be logged in first