Causality-in-variance between the stock market and macroeconomic variables in Singapore
Lida Nikmanesh and Abu Hassan Shaari Mohd Nor
| Year of publication: |
2019
|
|---|---|
| Authors: | Nikmanesh, Lida ; Abu Hassan Shaari Mohd Nor |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 64.2019, 5, p. 1299-1317
|
| Subject: | Causality-in-variance | spillovers | stock market volatility | structural break in variance | macroeconomic volatility | Volatilität | Volatility | Aktienmarkt | Stock market | Singapur | Singapore | Strukturbruch | Structural break | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0217590816500363 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295205