Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji

This paper seeks to investigate whether there is any causal relationship between capital stock prices and macroeconomic activities in Fiji. Empirical results show that all the time series data are nonstationary and cointegrated with a single vector. All the explanatory variables have been found to c...

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Bibliographic Details
Main Authors: Puah, Chin-Hong, Jayaraman, T.K
Format: Monograph
Language:English
Published: Universiti Malaysia Sarawak, (UNIMAS) 2007
Subjects:
Online Access:http://ir.unimas.my/3077/
http://ir.unimas.my/3077/1/Dynamic%2Blinkage%2Bbetween%2BMacroeconomic%2BActivities%2Band%2BStock%2BPrices%2Bin%2BFiji%20%282%29.pdf