Bear market predictability in Singapore

This paper investigates a variety of macroeconomic variables in Singapore and United States (US) that can be used to predict the bear market in Singapore. We use the parametric Markov-Switching model to classify the state of the market and conduct in-sample and out-of-sample tests to find out the us...

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Bibliographic Details
Main Authors: See, Yi Fong, Low, Priscilla Yi Xian, Chow, Sze Yan
Other Authors: Wang Wei Siang
Format: Final Year Project
Language:English
Published: 2018
Subjects:
Online Access:http://hdl.handle.net/10356/73858
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Institution: Nanyang Technological University
Language: English