Causality between exchange rates and stock prices: evidence from Malaysia and Thailand

• Main Authors: Ai-Yee Ooi, Syed Azizi Wafa Syed Khalid Wafa, Nelson Lajuni, Mohd Fahmi Ghazali
• Format: Article
• Language: English; English
• Published: CCSE 2009
• Subjects: HB3711-3840 Business cycles. Economic fluctuations
• Online Access: https://eprints.ums.edu.my/id/eprint/29186/1/Causality%20between%20exchange%20rates%20and%20stock%20prices.pdf; https://eprints.ums.edu.my/id/eprint/29186/2/Causality%20between%20exchange%20rates%20and%20stock%20prices1.pdf; https://eprints.ums.edu.my/id/eprint/29186/; https://www.researchgate.net/publication/41890905

This study analyses the causal relationship between exchange rates and stock prices for Thailand and Malaysia. By using daily data from 1993 to 2003, this study attempts to examine the relationship between exchange rates and stock prices in Thailand and Malaysia during pre and post financial crisis....