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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| Main Authors: | , |
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| 格式: | Article |
| 語言: | English |
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Sunway University College
2004
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| 在線閱讀: | 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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