International linkages among stock markets of Malaysia and its major trading partners

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International linkages among stock markets of Malaysia and its major trading partners

This study empirically examines the short- and long-run dynamic causal linkages between Malaysia and its major trading partners (the United States, Japan, Singapore, China, and Thailand) based on a two-step estimation, Autoregressive distributed lag (ARDL) and Generalized Method of Moments (GMM) dur...

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Bibliographic Details
Main Authors:	Karim, Bakri Abdul, Majid, M. Shabri ABD.
Format:	Article
Language:	English
Published:	Taylor ans Francis 2009
Subjects:	HF5001 Business. Business Administration HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/8051/ http://irep.iium.edu.my/8051/1/International_linkages_among_stock_markets_of_malaysia_and_its_major_trading_partners.pdf

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