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...
Saved in:
Main Authors: | Azman Saini, W.N.W., Habibullah, M.S., Siong, Hook Law, Dayang Affizzah, Awang Marikan |
---|---|
Format: | Article |
Language: | English |
Published: |
Economic Division
2006
|
Subjects: | |
Online Access: | http://ir.unimas.my/id/eprint/1789/1/stock%2Bprices%2Bexchange%2Brates%2Band%2Bcasuality%2B%2528abstract%2529%20%281%29.pdf http://ir.unimas.my/id/eprint/1789/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Stock prices, exchange rates and causality in Malaysia : a note
by: Azman Saini, W.N.W., et al.
Published: (2006) -
A note on the relationships between the stock market and macroeconomic variables in Malaysia: An empirical re-examination of Granger non-causality test
by: Habibullah, Muzafar Shah, et al.
Published: (2000) -
Bivariate causality between exchange rates and stock prices in Malaysia
by: Mohd Fahmi Ghazali, et al.
Published: (2008) -
Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia
by: Evan, Lau, et al.
Published: (2010) -
Causality between exchange rates and stock prices: evidence from Malaysia and Thailand
by: Ai-Yee Ooi, et al.
Published: (2009)