The stock market and the ringgit exchange rate: A note
This paper presents and tests an augmented monetary model that includes the effect of stock prices on the bilateral exchange rates. The model is applied to the ringgit/US dollar (RM/US) ang ringgit/Japanese yen (RM/JY) exchange rates. The empirical analysis is conducted by the Johansen method of coi...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en |
| Published: |
2002
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| Online Access: | http://psasir.upm.edu.my/id/eprint/116082/1/116082.pdf http://psasir.upm.edu.my/id/eprint/116082/ https://linkinghub.elsevier.com/retrieve/pii/S0922142502000191 |
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