Couverture de The Stock Market Index and Macroeconomic Variables
Titre du livre:

The Stock Market Index and Macroeconomic Variables

A Granger Causality Study of Malaysia and Singapore

LAP LAMBERT Academic Publishing (19-05-2012 )

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ISBN-13:

978-3-659-12294-1

ISBN-10:
3659122947
EAN:
9783659122941
Langue du livre:
Anglais
texte du rabat:
Stock market performance and macroeconomic variables are two very important set of indicators regarding a country’s economy. Thus, finding and understanding the relationships present between these indicators may prove to be quite vital. Unfortunately most literature available on this subject matter is based on developed countries and these cases may not apply to developing countries. In order to shed light on the matter this paper investigates the causal relationships between the stock market index of developing countries and their macroeconomic variables based on the VECM framework. The countries Malaysia and Singapore are chosen for the purpose of this paper, where FTSE KLCI index and the FTSE STI index are used to represent the stock market performances respectively for each country. The four macroeconomic variables analyzed are Consumer Price Index (CPI), Industrial Production Index (IPI), 3 month T-bill rate (IR) and exchange rate against the US Dollar (ER). The findings and empirical work in this paper will be especially enlightening for academics or inspiring academics researching in this area. Also stock market practitioners may find this paper quite informative as well.
Maison d'édition:
LAP LAMBERT Academic Publishing
Site Web:
https://www.lap-publishing.com/
de (auteur) :
Shadee Sircar
Numéro de pages:
108
Publié le:
19-05-2012
Stock:
Disponible
Catégorie:
Argent, Banque, Bourse
Prix:
49.00 €
Mots-clés:
Malaysia, Singapore, Granger Causality, Stock Market, Macroeconomic Variables

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