Malaysia Stock Price and Macroeconomic Variables: Autoregressive Distributed Lag (ARDL) Bounds Test

This study examines the response of the Malaysian stock market on selected macroeconomic variables, namely industrial production, inflation, money supply (M1), interest rate and exchange rate over the period 1980: Q1 to 2011: Q3. By using the autoregressive distributed lag (ARDL) bounds test, this s...

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Bibliographic Details
Main Authors: Chee, Ricky Jiun Chia, Shiok, Ye Lim
Format: Article
Language:English
English
Published: 2015
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/24566/1/Malaysia%20Stock%20Price%20and%20Macroeconomic%20Variables.pdf
https://eprints.ums.edu.my/id/eprint/24566/7/12.Malaysia%27s%20contemporary%20political%20and%20economic%20relations%20with%20Iran..pdf
https://eprints.ums.edu.my/id/eprint/24566/
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