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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Bibliographic Details
Main Authors:	Ang, Kheng Siah, Hoe, Ghim Wee, Tan, Chin Keong
Other Authors:	Young, Martin Robert
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Stock exchanges
Online Access:	http://hdl.handle.net/10356/8650
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Institution:	Nanyang Technological University

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spelling	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

Relationship between macroeconomic variables and the Japanese stock market

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