Long run dynamic relationships between oil prices, exchange rates, stock market and interest rate in Malaysia
This study intends to identify the long run relationships between oil price, exchange rates, stock market and interest rate in the context of Malaysia. Weekly data from 1 January 2006 until 22 April 2018 were used. Unit root tests of ADF and PP reveal that all variables are non-stationary at level a...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
ExcelingTech Publishers
2018
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/25718/1/IJSCM%207%206%202018%20165%20176.pdf http://repo.uum.edu.my/25718/ http://ojs.excelingtech.co.uk/index.php/IJSCM/article/view/2733 |
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