Stock prices, exchange rates and causality in Malaysia : a note

• المؤلفون الرئيسيون: Azman Saini, W.N.W., Habibullah, M.S., Siong, Hook Law, Dayang Affizzah, Awang Marikan
• التنسيق: مقال
• اللغة: English
• منشور في: Economic Division 2006
• الموضوعات: HB Economic Theory; HG Finance
• الوصول للمادة أونلاين: 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/

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...