Relationship between macroeconomic variables and the Japanese stock market

This paper uses the VAR model to examine the relationship between the macroeconomic variables and the Japanese stock market in terms of stock return and stock market volatility.

Bibliographic Details
Main Authors: Ang, Kheng Siah, Hoe, Ghim Wee, Tan, Chin Keong
Other Authors: Young, Martin Robert
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8650