Inter-counter linkage in Kuala Lumpur Stock Exchange returns
This paper investigates the linkages among daily returns of the Kuala Lumpur Stock Exchange (KLSE) counters over the period 7 July 1995 to10 August 1999. It examines the dynamic causal linkages among nine counters and then quantifies the extent of their dynamic interdependencies through the applicat...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sunway University College
2004
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| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/4/ http://eprints.sunway.edu.my/4/1/Inter-counter%20linkage%20in%20Kuala%20Lumpur%20Stock%20Exchange%20returns.pdf |