Testing long-run neutrality of money: evidence from Malaysian stock market

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Testing long-run neutrality of money: evidence from Malaysian stock market

This paper presents the empirical evidence on the long-run neutrality (LRN) of money in the stock market in Malaysia using seasonal adjusted monthly data from 1978:1 to 1999:12 based on the bivariate ARIMA framework developed by Fisher and Seater (1993). Besides the main stock index, the sectoral st...

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Bibliographic Details
Main Authors:	Puah, Chin-Hong, Muzafar Shah, Habibullah, Lim, Kian−Ping
Format:	Working Paper
Language:	English
Published:	Universiti Malaysia Sarawak, (UNIMAS) 2006
Subjects:	AC Collections. Series. Collected works H Social Sciences (General) HG Finance
Online Access:	http://ir.unimas.my/id/eprint/3245/ http://ir.unimas.my/id/eprint/3245/7/Testing.pdf

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