Sovereign Credit Rating and Macroeconomic Variables: An Empirical Analysis on Dynamic Linkages in Malaysia
This paper aims to investigate the long- and short-run relationship of sovereign credit ratings in Malaysia. This study employed quarterly data from 1991 to 2004. A robust and recent time series techniques known as the Unrestricted Error Correction Model – Bound Test was used which is applicable irr...
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| Main Authors: | , , |
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| Format: | Conference Paper |
| Language: | English |
| Published: |
2009
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| Online Access: | http://dspace.unimap.edu.my/xmlui/handle/123456789/1405 http://hdl.handle.net/123456789/1405 |
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