Long run cointegration between sector-specific indices and macroeconomic fundamentals / Jaafar Pyeman and Ismail Ahmad

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Long run cointegration between sector-specific indices and macroeconomic fundamentals / Jaafar Pyeman and Ismail Ahmad

This paper has analysed the dynamic reactions between sector-specific indices of Bursa Malaysia and macroeconomic variables. This study shows that stock prices and macroeconomic variables tend to evolve as well as elaborate together in the long run. This study has identified various trends of respon...

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Bibliographic Details
Main Authors:	Pyeman, Jaafar, Ahmad, Ismail
Format:	Article
Language:	English
Published:	Faculty of Business and Management ; UiTM Press 2007
Subjects:	Macroeconomics Malaysia
Online Access:	https://ir.uitm.edu.my/id/eprint/11439/

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