Stock prices, exchange rates and causality in Malaysia : a note

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Stock prices, exchange rates and causality in Malaysia : a note

This article contributes to the debate on stock prices and exchange rates in Malaysia. It examines causal relations using a new Granger non-causality test proposed by Toda and Yamamoto (Journal of Econometrics, 66, 225-50, 1995). Among the findings of interest, there is a feedback interaction betwee...

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Bibliographic Details
Main Authors:	Azman Saini, W.N.W., Habibullah, M.S., Dayang Affizzah, Awang Marikan, Law, Siong Hook
Format:	Working Paper
Language:	English
Published:	Economic Division 2006
Subjects:	HB Economic Theory HG Finance
Online Access:	http://ir.unimas.my/id/eprint/1274/ http://ir.unimas.my/id/eprint/1274/1/stock%20prices%2C%20exchange%20rates.pdf

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