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150128 ||| eng |
| 020 |
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|a 9781451843224
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| 100 |
1 |
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|a Leigh, Lamin
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| 245 |
0 |
0 |
|a Stock Market Equilibrium and Macroeconomic Fundamentals
|c Lamin Leigh
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 1997
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| 300 |
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|a 41 pages
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| 651 |
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4 |
|a Singapore
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| 653 |
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|a Inflation
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| 653 |
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|a Institutional Investors
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| 653 |
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|a Stock exchanges
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| 653 |
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|a Stocks
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| 653 |
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|a Pension Funds
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| 653 |
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|a Finance
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| 653 |
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|a Econometric analysis
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| 653 |
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|a Dynamic Treatment Effect Models
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| 653 |
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|a Monetary economics
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| 653 |
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|a Financial institutions
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| 653 |
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|a Deflation
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| 653 |
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|a Financial Instruments
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| 653 |
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|a Diffusion Processes
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| 653 |
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|a General Financial Markets: General (includes Measurement and Data)
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| 653 |
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|a Money
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| 653 |
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|a Vector autoregression
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| 653 |
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|a Time-Series Models
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| 653 |
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|a Asset prices
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| 653 |
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|a Price Level
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| 653 |
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|a Non-bank Financial Institutions
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| 653 |
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|a Financial markets
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| 653 |
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|a Demand for Money
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| 653 |
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|a Stock markets
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| 653 |
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|a Investments: Stocks
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| 653 |
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|a Demand for money
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| 653 |
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|a Prices
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| 653 |
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|a Macroeconomics
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| 653 |
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|a Dynamic Quantile Regressions
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| 653 |
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|a Econometrics
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| 653 |
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|a Investment & securities
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| 653 |
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|a Econometrics & economic statistics
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| 653 |
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|a Money and Monetary Policy
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| 653 |
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|a Finance: General
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
0 |
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|a IMF Working Papers
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| 028 |
5 |
0 |
|a 10.5089/9781451843224.001
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| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/1997/015/001.1997.issue-015-en.xml?cid=2106-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330
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| 520 |
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|a This paper examines the efficiency of the Stock Exchange of Singapore and the relationship between the stock market and the overall economy. Using a wide range of methods for testing market efficiency, the paper establishes that the Singapore stock market is both “weakly” and “semi-strongly” efficient in asset-pricing terms but not “strongly” efficient. Granger causality tests based on the efficiency test results indicate that developments in the stock market appear to be systematically related to the overall economy in Singapore and can thus serve as a leading indicator of its intertemporal behavior
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