Relationship between stock market and macroeconomic variables using panel data with structural breaks: ASEAN-5 countries

This study looks at the ASEAN-5 countries and investigates how structural changes affect the relationship between the stock market index and selected macroeconomic variables (interest rate, exchange rate, and industrial production index) using panel data analysis from January 2012 to December 2022....

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Bibliographic Details

Main Authors:	Diana Hassan, Assis Kamu, Ricky Chia Chee Jiun, Ho Chong Mun
Format:	Article
Language:	en
Published:	Penerbit Universiti Malaysia Sabah 2025
Subjects:	HC79 Special topics Including air pollution, automation, consumer demand, famines, flow of funds, etc. Q300-390 Cybernetics
Online Access:	https://eprints.ums.edu.my/id/eprint/44886/1/FULLTEXT.pdf https://eprints.ums.edu.my/id/eprint/44886/
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