Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8540
Title: Cointegration analysis between SES all-s indices and macroeconomic variables.
Authors: Mohamad Atkin Hamzah.
Lee, Chuin Howe.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2002
Abstract: This article examines the long-term equilibrium relationships between the overall Singapore stock index, finance index, property index, hotel index and selected macroeconomic variables. Upon testing appropriate vector error-correction models, we detected the Singapore’s stock market levels and property index do form cointegrating relationship with changes in the short and long-term interest rates, industrial production, price levels, exchange rate and money supply.
URI: http://hdl.handle.net/10356/8540
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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