Relationship between macroeconomic variables and the Japanese stock market
This paper uses the VAR model to examine the relationship between the macroeconomic variables and the Japanese stock market in terms of stock return and stock market volatility.
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| 格式: | Final Year Project |
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2008
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| 在線閱讀: | http://hdl.handle.net/10356/8650 |
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sg-ntu-dr.10356-86502023-05-19T05:41:37Z Relationship between macroeconomic variables and the Japanese stock market Ang, Kheng Siah Hoe, Ghim Wee Tan, Chin Keong Young, Martin Robert Nanyang Business School DRNTU::Business::Finance::Stock exchanges This paper uses the VAR model to examine the relationship between the macroeconomic variables and the Japanese stock market in terms of stock return and stock market volatility. 2008-09-24T07:23:33Z 2008-09-24T07:23:33Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8650 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::Stock exchanges |
| spellingShingle |
DRNTU::Business::Finance::Stock exchanges Ang, Kheng Siah Hoe, Ghim Wee Tan, Chin Keong Relationship between macroeconomic variables and the Japanese stock market |
| description |
This paper uses the VAR model to examine the relationship between the macroeconomic variables and the Japanese stock market in terms of stock return and stock market volatility. |
| author2 |
Young, Martin Robert |
| author_facet |
Young, Martin Robert Ang, Kheng Siah Hoe, Ghim Wee Tan, Chin Keong |
| format |
Final Year Project |
| author |
Ang, Kheng Siah Hoe, Ghim Wee Tan, Chin Keong |
| author_sort |
Ang, Kheng Siah |
| title |
Relationship between macroeconomic variables and the Japanese stock market |
| title_short |
Relationship between macroeconomic variables and the Japanese stock market |
| title_full |
Relationship between macroeconomic variables and the Japanese stock market |
| title_fullStr |
Relationship between macroeconomic variables and the Japanese stock market |
| title_full_unstemmed |
Relationship between macroeconomic variables and the Japanese stock market |
| title_sort |
relationship between macroeconomic variables and the japanese stock market |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/8650 |
| _version_ |
1770566760231075840 |