Exploring structural breaks in the economic-financial nexus evidence from panel data analysis

• Main Authors: Diana Hassan, Assis Kamu, Ricky Chee Jiun Chia, Ho Chong Mun
• Format: Article
• Language: English
• Published: ResearchGate 2024
• Subjects: HB135-147 Mathematical economics. Quantitative methods Including econometrics, input-output analysis, game theory; HG3810-4000 Foreign exchange. International finance. International monetary system
• Online Access: https://eprints.ums.edu.my/id/eprint/42352/1/FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/42352/; http://dx.doi.org/10.6007/IJARAFMS/v14-i4/23243

This study investigates the response of panel data consisting of the ASEAN-5 stock market to selected macroeconomic variables from January 2012 to December 2022. Specifically, it analyzes industrial production, the consumer price index, money supply (M1), Treasury Bills, long-term interest rates, an...