Interdependence between Islamic capital market and money market in Malaysia / Che’ Khalilah Mahmood
This study investigates VAR Toda-Yamamoto’s causality test between Islamic capital market (FBMESI) and money market (I1MMR) with macroeconomic variables (BLR, M2, ER, IPI, GDP, CPI, WOP, GDPC, VIX, and FRR). The purpose of this study is to analyze the information content of Islamic capital market an...
| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2014
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| Online Access: | https://ir.uitm.edu.my/id/eprint/16368/ |
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