The co-integration and casual effect between gold price, crude oil price and FTSE Bursa Malaysia KLCI / Rabiatul Adawiyah Nuh

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The co-integration and casual effect between gold price, crude oil price and FTSE Bursa Malaysia KLCI / Rabiatul Adawiyah Nuh

The aim of this study is to investigate the co-integration, causal relationship and long run relationship between domestic gold prices, domestic crude oil price and FTSE Bursa Malaysia KLCI. The study used Johansen Co-integration Test, Granger Causality Test and Vector Error Correction Model (VECM)...

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Bibliographic Details
Main Author:	Nuh, Rabiatul Adawiyah
Format:	Student Project
Language:	English
Published:	2015
Subjects:	Investment, capital formation, speculation Stock exchanges. Insider trading in securities Stock price indexes. Stock quotations Kuala Lumpur. KLSE
Online Access:	https://ir.uitm.edu.my/id/eprint/30578/

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