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...

Full description

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/
http://journalarticle.ukm.my/1762/1/Jp24-03.pdf