Stock prices, exchange rates and causality in Malaysia : a note
This article contributes to the debate on stock prices and exchange rates in Malaysia. It examines causal relations using a new Granger non-causality test proposed by Toda and Yamamoto (Journal of Econometrics, 66, 225-50, 1995). Among the findings of interest, there is a feedback interaction betwee...
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| Main Authors: | , , , |
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| Format: | Working Paper |
| Language: | English |
| Published: |
Economic Division
2006
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/1274/1/stock%20prices%2C%20exchange%20rates.pdf http://ir.unimas.my/id/eprint/1274/ http://mpra.ub.uni-muenchen.de/656/ |
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