Modeling the relationship between KLCI and monetary
policy after the 1997 Asian financial crisis

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Modeling the relationship between KLCI and monetary policy after the 1997 Asian financial crisis

Using Johansen multivariate cointegration test with structural break and Granger-causality based on vector error correction model, the interactions between stock prices (KLCI) and monetary policy variables (M1, M2 and interest rate) are examined in the Malaysian setting using monthly data for the po...

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Bibliographic Details
Main Authors:	Abu Hassan Shaari Md Nor, Ruzita Abdul Rahim, Hamizah Mohd, Zaidi Isa, Ugur Ergun
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2010
Online Access:	http://journalarticle.ukm.my/1788/ http://journalarticle.ukm.my/1788/1/332-616-1-SM.pdf

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