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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| 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/10356/8650 |
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