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Title: Macroeconomic causes of stock market volatility in Singapore.
Authors: Lim, Wee Leng.
Wong, Wan Chin.
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2000
Abstract: 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.
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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