Inter-counter linkage in Kuala Lumpur Stock Exchange returns

This paper investigates the linkages among daily returns of the Kuala Lumpur Stock Exchange (KLSE) counters over the period 7 July 1995 to10 August 1999. It examines the dynamic causal linkages among nine counters and then quantifies the extent of their dynamic interdependencies through the applicat...

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Bibliographic Details
Main Authors: Faoziah Idris,, Tang, Tuck Cheong
Format: Article
Language:English
Published: Sunway University College 2004
Subjects:
Online Access:http://eprints.sunway.edu.my/4/1/Inter-counter%20linkage%20in%20Kuala%20Lumpur%20Stock%20Exchange%20returns.pdf
http://eprints.sunway.edu.my/4/
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