Bivariate causality between exchange rates and stock prices in Malaysia

The main purpose of this paper is to examine the relationship between stock prices and exchange rates in Malaysia. This research considers high-frequency data of USD-MYR exchange rates and Kuala Lumpur Composite Index (KLSE) from July 22, 2005 to March 23, 2007, which is the period when the MYR was...

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Bibliographic Details
Main Authors: Mohd Fahmi Ghazali, Wahi Ismail, Mohd Rushdan Yasoa’, Nelson Lajuni
Format: Article
Language:English
English
Published: The Institute for Business and Finance Research 2008
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/29347/1/Bivariate%20causality%20between%20exchange%20rates%20and%20stock%20prices%20in%20Malaysia.pdf
https://eprints.ums.edu.my/id/eprint/29347/2/Bivariate%20causality%20between%20exchange%20rates%20and%20stock%20prices%20in%20Malaysia1.pdf
https://eprints.ums.edu.my/id/eprint/29347/
https://www.researchgate.net/publication/228241202
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