Palm oil price, exchange rate and stock market : A Wavelet Analysis on the Malaysian market

The study investigates causality between palm oil price, exchange rate and the Kuala Lumpur Composite Index (KLCI) based on the theory of wavelets on the basis of monthly data from the period January 1990 -December 2012. This methodology enables us to identify that the causality between these econo...

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Bibliographic Details
Main Authors: Buerhan Saiti, Azlan Ali, Naziruddin Abdullah, Sulaiman Sajilan
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Language:English
Published: 2013
Subjects:
Online Access:http://ir.unikl.edu.my/jspui/handle/123456789/5155
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