The stock market and the ringgit exchange rate: A note

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The stock market and the ringgit exchange rate: A note

This paper presents and tests an augmented monetary model that includes the effect of stock prices on the bilateral exchange rates. The model is applied to the ringgit/US dollar (RM/US) ang ringgit/Japanese yen (RM/JY) exchange rates. The empirical analysis is conducted by the Johansen method of coi...

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Bibliographic Details
Main Authors:	Baharumshah, Ahmad Zubaidi, M. Masih, A.Mansur, Azali, M
Format:	Article
Language:	English
Published:	2002
Online Access:	http://psasir.upm.edu.my/id/eprint/116082/ http://psasir.upm.edu.my/id/eprint/116082/1/116082.pdf

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