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Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions

This thesis employs Granger causality test to investigate causal relations and dynamic interactions among Malaysia’s macroeconomic variables and Kuala Lumpur Stock Exchange Composite Index (KLCI). This research investigates the possible causal relations for different economic conditions in Malaysia...

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Main Author: YU, TEIK BENG
Format: Thesis
Language:English
Published: 2005
Subjects:
HF5001-6182 Business
Online Access:http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf
http://eprints.usm.my/25588/
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spelling my.usm.eprints.25588 http://eprints.usm.my/25588/ Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions YU, TEIK BENG HF5001-6182 Business This thesis employs Granger causality test to investigate causal relations and dynamic interactions among Malaysia’s macroeconomic variables and Kuala Lumpur Stock Exchange Composite Index (KLCI). This research investigates the possible causal relations for different economic conditions in Malaysia by using three hundred thirty six monthly data points from January 1977 to December 2004. The macroeconomic variables being investigated are industrial production index, consumer price index, money supply measured by M1, three month fix deposit rate, Treasury bill rate and foreign exchange. 2005 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf YU, TEIK BENG (2005) Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions. Masters thesis, Universiti Sains Malaysia.
institution Universiti Sains Malaysia
building Hamzah Sendut Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sains Malaysia
content_source USM Institutional Repository
url_provider http://eprints.usm.my/
language English
topic HF5001-6182 Business
spellingShingle HF5001-6182 Business
YU, TEIK BENG
Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
description This thesis employs Granger causality test to investigate causal relations and dynamic interactions among Malaysia’s macroeconomic variables and Kuala Lumpur Stock Exchange Composite Index (KLCI). This research investigates the possible causal relations for different economic conditions in Malaysia by using three hundred thirty six monthly data points from January 1977 to December 2004. The macroeconomic variables being investigated are industrial production index, consumer price index, money supply measured by M1, three month fix deposit rate, Treasury bill rate and foreign exchange.
format Thesis
author YU, TEIK BENG
author_facet YU, TEIK BENG
author_sort YU, TEIK BENG
title Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
title_short Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
title_full Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
title_fullStr Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
title_full_unstemmed Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
title_sort klse composite index and macroeconomic fundamental dynamic interactions
publishDate 2005
url http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf
http://eprints.usm.my/25588/
_version_ 1680321825358217216
score 13.214268

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