Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia
AbstractThe furore and chaos created by the Asian financial crisis have ignited many studies on numerous subjects, and it is believed that the crisis has changed the way nations being administered and policies formed and implemented especially those regarding monetary and fiscal policies. Johansen (1991) cointegration method was used and the period was divided into two sub periods, albeit pre crisis and post crisis. The results obtained are similar with a number of past literatures pointing to no long run relationship between stock price and exchange rate for both periods.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 12445.
Date of creation: 01 Jun 2008
Date of revision:
Publication status: Published in International Applied Economic and Management Letters 1.1(2008): pp. 33-36
Stock price; exchange rate; Asian financial crisis; Cointegration;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- F31 - International Economics - - International Finance - - - Foreign Exchange
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-03 (All new papers)
- NEP-IFN-2009-01-03 (International Finance)
- NEP-SEA-2009-01-03 (South East Asia)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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