Linking Stock Prices and Macroeconomic Variables in Malaysia
This study investigates the relationship between stock prices and selected macroeconomic variables from January 1980 to May 2017 using monthly data comprising 449 observations. The study employs several econometric tests such as unit root test for stationarity test, cointegration test and Granger ca...
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Format: | Article |
Language: | English English |
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Universiti Malaysia Sabah
2018
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Online Access: | https://eprints.ums.edu.my/id/eprint/33129/1/Linking%20Stock%20Prices%20and%20Macroeconomic%20Variables%20in%20Malaysia.pdf https://eprints.ums.edu.my/id/eprint/33129/2/Linking%20Stock%20Prices%20and%20Macroeconomic%20Variables%20in%20Malaysia1.pdf https://eprints.ums.edu.my/id/eprint/33129/ https://jurcon.ums.edu.my/ojums/index.php/BIMP-EAGA/article/view/3112 |
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https://eprints.ums.edu.my/id/eprint/33129/1/Linking%20Stock%20Prices%20and%20Macroeconomic%20Variables%20in%20Malaysia.pdfhttps://eprints.ums.edu.my/id/eprint/33129/2/Linking%20Stock%20Prices%20and%20Macroeconomic%20Variables%20in%20Malaysia1.pdf
https://eprints.ums.edu.my/id/eprint/33129/
https://jurcon.ums.edu.my/ojums/index.php/BIMP-EAGA/article/view/3112