Price dynamics in relation to foreign exchange market and Kuala Lumpur composite index: a cointegration approach / Nik Muhammad Naziman Ab Rahman

• Main Authors: Ab Rahman, Nik Muhammad Naziman, Hj. Wahab, Anuar
• Format: Research Reports
• Language: English
• Published: Research Management Institute, Universiti Teknologi MARA 2004
• Subjects: Foreign exchange. Foreign exchange rates
• Online Access: http://ir.uitm.edu.my/id/eprint/26394/1/LP_NIK%20MUHAMMAD%20NAZIMAN%20AB%20RAHMAN%20RMI%20K%2004_5.pdf; http://ir.uitm.edu.my/id/eprint/26394/

This paper examines the dynamic linkages between the foreign exchange and stock markets for five East Asian countries, including Hong Kong, Japan, Malaysia, Singapore, and Thailand. While the literature suggests the existence of significant Interactions between the two markets, our empirical results...