Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis
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References listed on IDEAS
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- Nurasyikin Jamaludin & Shahnaz Ismail & Syamimi Ab Manaf, 2017. "Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 37-45.
More about this item
KeywordsExchange rate; Interest rate; Islamic bank stock prices; panel cointegration; panel vector error-correction (VECM); dynamic GMM; Granger-causality;
- 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-2014-11-12 (All new papers)
- NEP-CBA-2014-11-12 (Central Banking)
- NEP-MAC-2014-11-12 (Macroeconomics)
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