Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia
Year of publication: |
2014-06-29
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Authors: | Kabir, Sarkar Humayun ; Masih, Mansur |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Domestic stock price | foreign stock price | exchange rate | consumer’s price index | industrial production | dynamic cointegration | Beveridge-Nelson time series decompositions | wavelet coherence |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C22 - Time-Series Models ; c58 ; E44 - Financial Markets and the Macroeconomy ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
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Kabir, Sarkar Humayun, (2014)
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Masih, Mansur, (2013)
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Ayub, Aishaton, (2013)
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Relationship between macroeconomic variables and stock market index: evidence from India
Pathan, Rubina, (2013)
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Othman, Arshad Nuval, (2014)
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Alaabed, Alaa, (2014)
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