Macroeconomic causes of stock market volatility in Singapore.
This paper provides further evidence to the proposition that macroeconomic activity has an influence on the volatility in stock market. Employing the Hendry general-to-specific approach and the GARCH(1,1) model, the analysis is done for the period Janaury 1989 to September 1999 on Singapore stock ma...
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9237 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |