Stock Prices and Exchange Rates in Indonesia: Further Evidence

• 主要な著者: Bakri, Abdul Karim, Yau, Josephine Tan Hwang, Norlina, Kadri, Dzul Hadzwan, Husaini
• フォーマット: 論文
• 言語: English
• 出版事項: UNIMAS Publisher 2018
• 主題: HG Finance
• オンライン･アクセス: http://ir.unimas.my/id/eprint/22757/1/Bakri%2C%20Abdul%20Karim.pdf; http://ir.unimas.my/id/eprint/22757/; http://publisher.unimas.my/ojs/index.php/URAF/about

The paper examines the relationship between stock prices and exchange rates for the case of Indonesia. The study uses daily and weekly data for the period January 1998 to December 2007. We employed Toda and Yamamoto (1995) Granger non-causality test in both bivariate and multivariate setting to exam...