Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8650
Title: Relationship between macroeconomic variables and the Japanese stock market
Authors: Ang, Kheng Siah
Hoe, Ghim Wee
Tan, Chin Keong
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2002
Abstract: 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.
URI: http://hdl.handle.net/10356/8650
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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