Macroeconomic Variables Stock Price In Singapore

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Macroeconomic Variables Stock Price In Singapore

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Author : MOUAZ ASSAD (TP036174)
language : en
Publisher:
Release Date : 2016

Macroeconomic Variables Stock Price In Singapore written by MOUAZ ASSAD (TP036174) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Macroeconomic categories.

Stock Market Equilibrium And Macroeconomic Fundamentals

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Author : Mr.Lamin Leigh
language : en
Publisher: International Monetary Fund
Release Date : 1997-01-01

Stock Market Equilibrium And Macroeconomic Fundamentals written by Mr.Lamin Leigh and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-01 with Business & Economics categories.

This paper examines the efficiency of the Stock Exchange of Singapore and the relationship between the stock market and the overall economy. Using a wide range of methods for testing market efficiency, the paper establishes that the Singapore stock market is both “weakly” and “semi-strongly” efficient in asset-pricing terms but not “strongly” efficient. Granger causality tests based on the efficiency test results indicate that developments in the stock market appear to be systematically related to the overall economy in Singapore and can thus serve as a leading indicator of its intertemporal behavior.

The Stock Market Index And Macroeconomic Variables

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Author : Shadee Sircar
language : en
Publisher: LAP Lambert Academic Publishing
Release Date : 2012-05

The Stock Market Index And Macroeconomic Variables written by Shadee Sircar and has been published by LAP Lambert Academic Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05 with categories.

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.

The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market

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Author : Surachai Chancharat
language : en
Publisher:
Release Date : 2008

The Influence Of International Stock Markets And Macroeconomic Variables On The Thai Stock Market written by Surachai Chancharat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.

The paper examines the impact of several stock market price indices and macroeconomic variables on the Thai stock market, using a GARCH-M model and monthly data (1988M1-2004M12). We find that (a) changes in returns in Singapore, Malaysia and Indonesia before the 1997 crisis, and changes in Singapore, the Philippines and Korea after 1997 instantaneously influenced returns in the Thai stock market; (b) changes in oil prices negatively impacted on it only prior to 1997; (c) volatility clustering and a GARCH-M model were present only before 1997; and (d) markets outside the region had no immediate impact on the Thai market.

The Impact Of Macro Economy On Stock Price Index

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Author : Embun Prowanta
language : en
Publisher:
Release Date : 2017

The Impact Of Macro Economy On Stock Price Index written by Embun Prowanta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.

Objective - The objective of the study is to empirically investigate the relationship between macroeconomic variables as Gross Domestic Product (GDP), inflation, interest rates, exchange rates, foreign exchange reserves, current accounts and export-import towards the stock price index. Methodology/Technique - The data used is monthly data for macroeconomic and the stock price index of five ASEAN countries including Indonesia, Malaysia, Singapore, Thailand and the Philippines from 2006 to 2015. The analysis uses a regression estimation of panel data and a series of chow tests i.e. the Hausman test and the LM test as the selection process, with the aim of determining the macroeconomic variables that could significantly affect the stock price index of five ASEAN countries. Findings - The result show that of the seven macroeconomic variables affecting the stock price index, only four macroeconomic variables showed a significant effect. These are GDP, interest rates, exchange rates, and inflation. Meanwhile, three other variables (foreign exchange reserves, current accounts and export-import) did not show a significant effect. Novelty - The study looked at the effect of deregulation on stock markets, focusing on variables that significantly influence the stock price index.

Long Run Equilibrium Relationship Between Macroeconomic Variables And Stock Returns

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Author : Wan-sing Hung (Bill)
language : en
Publisher:
Release Date : 1993

Long Run Equilibrium Relationship Between Macroeconomic Variables And Stock Returns written by Wan-sing Hung (Bill) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with East Asia categories.

The Macroeconomic Variables Influencing Plantation Stock Price

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Author : Song Jenq Kueh
language : en
Publisher:
Release Date : 2011

The Macroeconomic Variables Influencing Plantation Stock Price written by Song Jenq Kueh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Macroeconomics categories.

Impact Of Macroeconomic Factors On Price Of Lodging Stocks

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Author : Peng Li
language : en
Publisher:
Release Date : 2016

Impact Of Macroeconomic Factors On Price Of Lodging Stocks written by Peng Li and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.

The Aftermath Of Appreciations

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Author : Ilan Goldfajn
language : en
Publisher:
Release Date : 1996

The Aftermath Of Appreciations written by Ilan Goldfajn and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Devaluation of currency categories.

This paper empirically analyzes a broad range of real exchange rate appreciation episodes. The cases are identified after compiling a large sample of monthly multilateral real exchange rates from 1960 to 1994. The objective is twofold. First, the paper studies the dynamics of appreciations, avoiding the sample selection of analyzing exclusively the crisis (or devaluation) cases. Second, the paper analyzes the mechanism by which overvaluations are corrected. In particular, we are interested in the proportion of the reversions that occur through nominal devaluations, rather than cumulative inflation differentials. We calculate the probability of undoing appreciations without nominal depreciations for various degrees of misalignment. The overall conclusion is that it is very unlikely to undo large and medium appreciations without nominal devaluations.

Money And Finance In The Indian Economy

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Author : Mihir Rakshit
language : en
Publisher: OUP India
Release Date : 2011-01-13

Money And Finance In The Indian Economy written by Mihir Rakshit and has been published by OUP India this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-13 with Business & Economics categories.

This volume provides an overview of the challenges faced by monetary and fiscal authorities under the fast-changing market conditions at home and abroad. The focus is on fiscal imbalances; monetary-cum-exchange rate policies, and management of cross-border capital flows.