Effects of Macroeconomic Variables on Stock Prices in Malaysia: An Approach of Error Correction Model
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- repec:hur:ijarbs:v:7:y:2017:i:6:p:1004-1011 is not listed on IDEAS
- Abdullah, Ahmad Monir & Saiti, Buerhan & Masih, Abul Mansur M., 2014. "Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia," MPRA Paper 56987, University Library of Munich, Germany.
More about this item
KeywordsKuala Lumpur Stock Exchange; Money Supply; Nominal Effective Exchange Rate; ECM;
- A12 - General Economics and Teaching - - General Economics - - - Relation of Economics to Other Disciplines
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- A10 - General Economics and Teaching - - General Economics - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-03-13 (All new papers)
- NEP-MAC-2010-03-13 (Macroeconomics)
- NEP-SEA-2010-03-13 (South East Asia)
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