Stock prices, foreign opportunity cost, and money
demand in Malaysia: a cointegration and error correction model approach

QR Code

Stock prices, foreign opportunity cost, and money demand in Malaysia: a cointegration and error correction model approach

The main purpose of this study is to investigate the relevance of stock price and foreign opportunity cost variables to the money demand function in Malaysia using quarterly data over the period of 1982:1 to 1998:2 by employing recently developed econometric techniques of cointegration and error cor...

Full description

Bibliographic Details
Main Authors:	Mohd Zaini Abd Karim, Tang, Boon Guan
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2004
Online Access:	http://journalarticle.ukm.my/171/ http://journalarticle.ukm.my/171/1/1.pdf

Similar Items

Money, Output and Stock Prices in Malaysia: An Application of the Cointegration Tests
by: Habibullah, Muzafar Shah, et al.
Published: (1996)

The relationship between broad money and stock prices in Malaysia: An error correction model approach
by: Muzafar Shah Habibullah,
Published: (1998)

The relationship between broad money and stock prices in Malaysia: an Error Correction model approach
by: Habibullah, Muzafar Shah
Published: (1998)

Estimation of beef supply and demand in Peninsular Malaysia: an application of cointegration and error correction model techniques
by: Abd. Latif, Ismail, et al.
Published: (2013)

The Demand for Money in Malaysia : A Cointegration and Error Correction Model
by: Tang, Boon Guan
Published: (2003)

Stock prices and demand for money in China: new evidence.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)

Estimating the domestic determinants of foreign direct investment flows in Malaysia: evidence from cointegration and error-correction model
by: Marial A. Yol,, et al.
Published: (2009)

Supply response of wheat in Bangladesh: cointegration and vector error correction analysis
by: A. S. M. Anwarul Huq,, et al.
Published: (2013)

Broad money demand and financial liberalization in Malaysia: an application of the nonlinear learning function and error-correction models
by: Mohamed, Azali, et al.
Published: (2001)

Dynamic causal chain of money, output, interest rate and prices in Malaysia: evidence based on vector error- correction modelling analysis
by: Tan, Hui Boon, et al.
Published: (1999)

Effects of macroeconomic variables on stock prices in Malaysia: an approach of error correction model
by: Mohd Thas Thaker, Mohamed Asmy, et al.
Published: (2010)

Crime and its socio-macroeconomics determinants: a panel-error-correction cointegration analysis
by: Baharom Abdul Hamid,, et al.
Published: (2013)

Dynamics of financial development in cointegrated error correction mechanism (ECM): evidence from Bangladesh
by: Hassan, AFM Kamrul
Published: (2008)

Crime and its socio-macroeconomics determinants: a panel-error-correction cointegration analysis
by: Abdul Hamid, Baharom, et al.
Published: (2013)

Simple-sum versus Divisia monetary aggregates for Malaysia: cointegration, error-correction model and exogeneity
by: Habibullah, Muzafar Shah, et al.
Published: (2000)

Stock prices and long-run demand for money in three selected ASEAN countries Indonesia, Malaysia, and Thailand
by: Tan, Chin Sin
Published: (2003)

Stock prices and long-run demand for money in three selected ASEAN countries : Indonesia, Malaysia, and Thailand
by: Tan, Chin Sin
Published: (2003)

Energy Consumption and Economic Growth in Central America: Evidence From a Panel Cointegration and Error Correction Model
by: Apergis, Nicholas, et al.
Published: (2009)

The Relationship Between Corruption and Income Inequality in U.S. states: Evidence From a Panel Cointegration and Error Correction Model
by: Apergis, Nicholas, et al.
Published: (2010)

Linear Vector Error Correction Model Versus Markov Switching Vector Error Correction Model To Investigate Stock Market Behaviour
by: Seuk , Wai Phoong, et al.
Published: (2014)

Money demand in Cambodia
by: Tiong, Chui Ung
Published: (2010)

Testing for Seasonal Integration and Cointegration: An Expository Note with Empirical Application to KLSE Stock Price Data
by: Habibullah, Muzafar Shah
Published: (1998)

A bound test approach to cointegration of tourism demand
by: Habibi, Fateh, et al.
Published: (2009)

Divisia money and income in Indonesia: some results from error-correction models, 1981:1-1994:4
by: Habibullah, Muzafar Shah
Published: (1998)

Determinant of Money demand in India
by: Zannah, Mohammmed, et al.
Published: (2017)

Money demand and financial liberalization : revisting divisia money in Malaysia
by: Lee, Wen Wen.
Published: (2007)

The impact of oil prices on soybeans commodity prices: asymmetric cointegration evidence
by: R., Balach, et al.
Published: (2016)

Does financial cooperation agreement improve the cointegration among ASEAN+3 money markets?
by: Rahman, Md. Saifur, et al.
Published: (2017)

Does financial cooperation agreement improve the cointegration among ASEAN+3 money markets?
by: Rahman, Saifur, et al.
Published: (2016)

Stock price and Foreign Exchange Rate in Malaysian Context
by: Thinagar, Sharmila
Published: (2015)

The demand for money in Malaysia (1982-1999)
by: Sia, Sheau Ai
Published: (2003)

Exchange rate and the demand for money in Malaysia
by: Mohamed, Azali, et al.
Published: (2000)

Foreign portfolio investment and economic growth : an asymmetric cointegration approach.
by: Duasa, Jarita, et al.
Published: (2009)

An asymmetric cointegration approach of foreign portfolio investment-growth nexus
by: Duasa, Jarita
Published: (2011)

Linkages Between Macroeconomic Variables and the BSE Stock Indices :An Application of the Vector Error Correction Model
by: Shah, Preksha
Published: (2007)

Malaysia’s tourism demand from selected countries: the ARDL approach to cointegration
by: Mohd Salleh, Norlida Hanim, et al.
Published: (2007)

Convolution encoder for forward error correction
by: Ahmad Termizi, Mohd Azmi
Published: (2010)

A test of the relationship between the supply of money and stock market prices - Malaysian case
by: Nik Mutasim Ab. Rahman,
Published: (1986)

The impact of interest rate, credit to private sector, inflation rate, money supply, and gross domestic product on savings: pooled mean group and error correction model
by: Yap, Yi Theng, et al.
Published: (2012)

Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
by: Venus, Khim-Sen Liew, et al.
Published: (2005)