Causation analysis between stock price and exchange rate: Pre and post crisis study on Malaysia
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References listed on IDEAS
- W N W Azman-Saini & M S Habibullah & Siong Hook Law & A M Dayang-Affizzah, 2007.
"Stock Prices, Exchange Rates and Causality in Malaysia: A Note,"
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More about this item
KeywordsStock price; exchange rate; Asian financial crisis; Cointegration;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-07 (All new papers)
- NEP-CBA-2008-12-07 (Central Banking)
- NEP-IFN-2008-12-07 (International Finance)
- NEP-SEA-2008-12-07 (South East Asia)
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