The Stock Market Index and Macroeconomic Variables
Shadee Sircar
Broschiertes Buch

The Stock Market Index and Macroeconomic Variables

A Granger Causality Study of Malaysia and Singapore

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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 count...