Relationship between macroeconomic variables and stock market indices: cointegration evidence from stock exchange of
Singapore’s all-S sector indices

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Relationship between macroeconomic variables and stock market indices: cointegration evidence from stock exchange of Singapore’s all-S sector indices

The relationship between macroeconomic variables and stock market returns is, by now, well-documented in the literature. However, a void in the literature relates to examining the cointegration between macroeconomic variables and stock market’s sector indices rather than the composite index. Thus in...

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Bibliographic Details
Main Authors:	Ramin Cooper Maysami, Lee, Chuin Howe, Mohamad Atkin Hamzah
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2005
Online Access:	http://journalarticle.ukm.my/1762/ http://journalarticle.ukm.my/1762/1/Jp24-03.pdf

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