Malaysia Stock Price and Macroeconomic Variables: Autoregressive Distributed Lag (ARDL) Bounds Test

• 主要な著者: Chee, Ricky Jiun Chia, Shiok, Ye Lim
• フォーマット: 論文
• 言語: English; English
• 出版事項: 2015
• 主題: HB Economic theory. Demography; HG Finance
• オンライン･アクセス: https://eprints.ums.edu.my/id/eprint/24566/1/Malaysia%20Stock%20Price%20and%20Macroeconomic%20Variables.pdf; https://eprints.ums.edu.my/id/eprint/24566/7/12.Malaysia%27s%20contemporary%20political%20and%20economic%20relations%20with%20Iran..pdf; https://eprints.ums.edu.my/id/eprint/24566/

This study examines the response of the Malaysian stock market on selected macroeconomic variables, namely industrial production, inflation, money supply (M1), interest rate and exchange rate over the period 1980: Q1 to 2011: Q3. By using the autoregressive distributed lag (ARDL) bounds test, this s...