Sectorial study on the volatility of the capital market in Singapore.
Ho, Lawrence Boon Hong.
Koh, Naz Nai Cheng.
Date of Issue2001
College of Business (Nanyang Business School)
This paper studies the effects of the volatility of domestic and international variables on the Singapore Stock Market Sectorial Indices. Researchers regressed the conditional volatility of the Singapore Stock Market Sectorial Indices against the conditional volatility of other macroeconomic variables.
Final Year Project (FYP)
Nanyang Technological University