Relationship between macroeconomic variables and the Japanese stock market

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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書目詳細資料
Main Authors:	Ang, Kheng Siah, Hoe, Ghim Wee, Tan, Chin Keong
其他作者:	Young, Martin Robert
格式:	Final Year Project
出版:	2008
主題:	DRNTU::Business::Finance::Stock exchanges
在線閱讀:	http://hdl.handle.net/10356/8650
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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