Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ali Umar Ahmad & Adam Abdullah & Zunaidah Sulong & Ahmad Tijjani Abdullahi, 2015. "The Review of Stock Returns and Macroeconomic Variables," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(5), pages 154-181, May.
More about this item
KeywordsStock Market; Causality; Macroeconomic variables; Time-series techniques; Wavelet Analysis;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-07-05 (All new papers)
- NEP-MAC-2014-07-05 (Macroeconomics)
- NEP-SEA-2014-07-05 (South East Asia)
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