An empirical investigation of the dynamic relations between macroeconomic factors and the stock markets of Malaysia and Thailand

• Main Authors: Ramin Cooper Maysami,, Sim, Hsein Hui
• 格式: Article
• 语言: English
• 出版: Penerbit Universiti Kebangsaan Malaysia 2001
• 在线阅读: http://journalarticle.ukm.my/1750/1/1468-2755-1-SM.pdf; http://journalarticle.ukm.my/1750/; http://www.ukm.my/penerbit/jurus.htm

This paper employs the Error-Correction Modeling technique to examine the relationship between macroeconomics variables and the stock returns of Malaysia and Thailand. The study extends Mukherje and Naka's (1995) analysis of the Japanese Market. In addition, the article expands the results obta...