Toda and Yamamoto Causality Between Stock Market Development and Economic Growth: Evidence from China, Japan, Singapore, UK and US

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Toda and Yamamoto Causality Between Stock Market Development and Economic Growth: Evidence from China, Japan, Singapore, UK and US

This study investigates the direction of the causality between economic growth and stock market performance in three Asian countries - China, Singapore, Japan and two western developed countries - the UK and the US. By analyzing the quarterly real GDP and the stock index in each country with the hel...

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Bibliographic Details
Main Author:	Zhang, Haoxing
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Subjects:	Economic Growth Stock market Toda and Yamamoto Granger causality China Singapore Japan The US The UK
Online Access:	https://eprints.nottingham.ac.uk/25784/

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