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Macroeconomic variables and stock prices in a small open economy: The case of Singapore · Study

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ArticleMacroeconomic variables and stock prices in a small open economy: The case of Singapore

Rajen Mookerjee1997

Article1997

Macroeconomic variables and stock prices in a small open economy: The case of Singapore

Rajen Mookerjee

139 citations·0/0 files stored·Pacific-Basin Finance Journal

No readable copy stored yet — this record is metadata only.

Financial Markets and Investment Strategies Monetary Policy and Economic Impact Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 139 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1981Credit Rationing in Markets with Imperfect Information 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1986Economic Forces and the Stock Market 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?

Cited by

2003Macroeconomic variables and the Malaysian equity market 2011The Role of Macroeconomic Variables on Stock Market Index in China and India 2008EFFECT OF MACROECONOMIC VARIABLES ON STOCK MARKET RETURNS FOR FOUR EMERGING ECONOMIES: BRAZIL, RUSSIA, INDIA, AND CHINA 2012The Impact of Macroeconomic Fundamentals on Stock Prices Revisited: Evidence from Indian Data 2011Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China 2010Causal relationship between macro-economic indicators and stock exchange prices in Pakistan 2017The Impact of Macroeconomic Indicators on Indian Stock Prices: An Empirical Analysis 2011Causal Relationship between Macro-economic Variables and Stock Market: A case study for India

Details

Year1997

Typearticle

Published1997-07-01

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations139

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/s0927-538x(96)00029-7

openalex_workW2053844660

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