Effects of macroeconomic variables on stock prices in Malaysia: an approach of error correction model

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Effects of macroeconomic variables on stock prices in Malaysia: an approach of error correction model

This paper attempts to examine the short-run and long-run causal relationship between Kuala Lumpur Composite Index (KLCI) and selected macroeconomic variables namely inflation, money supply and nominal effective exchange rate during the pre and post crisis period from 1987 until 1995 and from 1999 u...

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Bibliographic Details
Main Authors:	Mohd Thas Thaker, Mohamed Asmy, Rohilina, Wisam, Hassama, Aris, Amin, Md. Fouad Bin
Format:	Article
Language:	English
Published:	Serials Publication 2010
Subjects:	HG Finance
Online Access:	http://irep.iium.edu.my/39860/ http://irep.iium.edu.my/39860/1/6-Mohamed_Asmy_Bin%5B1%5D.pdf

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