Price dynamics in relation to foreign exchange market and Kuala Lumpur composite index: a cointegration approach / Nik Muhammad Naziman Ab Rahman

Price dynamics in relation to foreign exchange market and Kuala Lumpur composite index: a cointegration approach / Nik Muhammad Naziman Ab Rahman

This paper examines the dynamic linkages between the foreign exchange and stock markets for five East Asian countries, including Hong Kong, Japan, Malaysia, Singapore, and Thailand. While the literature suggests the existence of significant Interactions between the two markets, our empirical results...

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Bibliographic Details
Main Authors: Ab Rahman, Nik Muhammad Naziman, Hj. Wahab, Anuar
Format: Research Reports
Language:English
Published: Research Management Institute, Universiti Teknologi MARA 2004
Subjects:
Foreign exchange. Foreign exchange rates
Online Access:https://ir.uitm.edu.my/id/eprint/26394/

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