Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia
The 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.
|Date of creation:||01 Jun 2008|
|Publication status:||Published in International Applied Economic and Management Letters 1.1(2008): pp. 33-36|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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- 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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