Macroeconomic causes of stock market volatility in Singapore.

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...

Full description

Saved in:
Bibliographic Details
Main Authors: Lim, Wee Leng., Wong, Wan Chin.
Other Authors: Cao, Yong
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/9237
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-9237
record_format dspace
spelling sg-ntu-dr.10356-92372023-05-19T06:24:02Z Macroeconomic causes of stock market volatility in Singapore. Lim, Wee Leng. Wong, Wan Chin. Cao, Yong Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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 market. 2008-09-24T07:30:00Z 2008-09-24T07:30:00Z 2000 2000 Final Year Project (FYP) http://hdl.handle.net/10356/9237 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
Lim, Wee Leng.
Wong, Wan Chin.
Macroeconomic causes of stock market volatility in Singapore.
description 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 market.
author2 Cao, Yong
author_facet Cao, Yong
Lim, Wee Leng.
Wong, Wan Chin.
format Final Year Project
author Lim, Wee Leng.
Wong, Wan Chin.
author_sort Lim, Wee Leng.
title Macroeconomic causes of stock market volatility in Singapore.
title_short Macroeconomic causes of stock market volatility in Singapore.
title_full Macroeconomic causes of stock market volatility in Singapore.
title_fullStr Macroeconomic causes of stock market volatility in Singapore.
title_full_unstemmed Macroeconomic causes of stock market volatility in Singapore.
title_sort macroeconomic causes of stock market volatility in singapore.
publishDate 2008
url http://hdl.handle.net/10356/9237
_version_ 1770566964201127936

Similar Items