Cointegration analysis between SES all-s indices and macroeconomic variables.
This article examines the long-term equilibrium relationships between the overall Singapore stock index, finance index, property index, hotel index and selected macroeconomic variables. Upon testing appropriate vector error-correction models, we detected the Singapore’s stock...
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| Main Authors: | , |
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| 其他作者: | |
| 格式: | Final Year Project |
| 出版: |
2008
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/8540 |
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| 機構: | Nanyang Technological University |