The co-integration and casual effect between gold price, crude oil price and FTSE Bursa Malaysia KLCI / Rabiatul Adawiyah Nuh
The aim of this study is to investigate the co-integration, causal relationship and long run relationship between domestic gold prices, domestic crude oil price and FTSE Bursa Malaysia KLCI. The study used Johansen Co-integration Test, Granger Causality Test and Vector Error Correction Model (VECM)...
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| Format: | Student Project |
| Language: | English |
| Published: |
2015
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| Online Access: | http://ir.uitm.edu.my/id/eprint/30578/1/30578.pdf http://ir.uitm.edu.my/id/eprint/30578/ |
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