An empirical investigation of the dynamic relations between macroeconomic factors and the stock markets of Malaysia and Thailand

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An empirical investigation of the dynamic relations between macroeconomic factors and the stock markets of Malaysia and Thailand

This paper employs the Error-Correction Modeling technique to examine the relationship between macroeconomics variables and the stock returns of Malaysia and Thailand. The study extends Mukherje and Naka's (1995) analysis of the Japanese Market. In addition, the article expands the results obta...

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Bibliographic Details
Main Authors:	Ramin Cooper Maysami, Sim, Hsein Hui
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2001
Online Access:	http://journalarticle.ukm.my/1750/ http://journalarticle.ukm.my/1750/1/1468-2755-1-SM.pdf

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