Add to ORKGThis 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
The relationship between macroeconomic variables and stock market returns is, by now, well-documente...
The relationship between macroeconomic variables and stock market returns is, by now, well-documente...
This paper investigates the causal relationships that may be present between the stock market index ...
The relationship between the volatility of stock market returns and macroeconomic volatilities has b...
The present study examines the relationship between stock market volatility and the volatility of ma...
This paper investigates the Granger-causality relationship between macroeconomic variables and stock...
This study investigates the relationship between macroeconomic factors and the stock market volatili...
This paper studies the effects of the volatility of domestic and international variables on the Sing...
[[abstract]]This paper investigates the roles of macroeconomic variables, i.e., money supply, oil pr...
This study examines the dynamic relationship between the volatility of stock market and macroeconomi...
This paper employs the Error-Correction Modeling using Hendry's (1986) General-to-Specific approach ...
An understanding of volatility in stock markets is important for determining the cost of capital and...
This study aims to investigate the impact of various macroeconomic variables on equity returns. The ...
The paper studies the relation between stock market volatility and the volatility of relevant macroe...
The behaviour of stock markets is characterized by volatility, that is the rate at which stock price...
The relationship between macroeconomic variables and stock market returns is, by now, well-documente...
The relationship between macroeconomic variables and stock market returns is, by now, well-documente...
This paper investigates the causal relationships that may be present between the stock market index ...
The relationship between the volatility of stock market returns and macroeconomic volatilities has b...
The present study examines the relationship between stock market volatility and the volatility of ma...
This paper investigates the Granger-causality relationship between macroeconomic variables and stock...
This study investigates the relationship between macroeconomic factors and the stock market volatili...
This paper studies the effects of the volatility of domestic and international variables on the Sing...
[[abstract]]This paper investigates the roles of macroeconomic variables, i.e., money supply, oil pr...
This study examines the dynamic relationship between the volatility of stock market and macroeconomi...
This paper employs the Error-Correction Modeling using Hendry's (1986) General-to-Specific approach ...
An understanding of volatility in stock markets is important for determining the cost of capital and...
This study aims to investigate the impact of various macroeconomic variables on equity returns. The ...
The paper studies the relation between stock market volatility and the volatility of relevant macroe...
The behaviour of stock markets is characterized by volatility, that is the rate at which stock price...
The relationship between macroeconomic variables and stock market returns is, by now, well-documente...
The relationship between macroeconomic variables and stock market returns is, by now, well-documente...
This paper investigates the causal relationships that may be present between the stock market index ...