Bear market predictability in Singapore
This paper investigates a variety of macroeconomic variables in Singapore and United States (US) that can be used to predict the bear market in Singapore. We use the parametric Markov-Switching model to classify the state of the market and conduct in-sample and out-of-sample tests to find out the us...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/73858 |