An empirical analysis of real activity and stock returns in an emerging market

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An empirical analysis of real activity and stock returns in an emerging market

The present paper analyzes the role of stock market returns as a predictor of real output for a fast-growing emerging market, Malaysia. In the analysis, forecasting equations for 1-, 2-, 4-, and 8-quarter forecasting horizons based on autoregressive distributed lags framework are adopted. From the e...

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Bibliographic Details
Main Author:	Ibrahim, Mansor
Format:	Article
Language:	English
Published:	Economic Society of Australia 2010
Online Access:	http://psasir.upm.edu.my/id/eprint/13028/ http://psasir.upm.edu.my/id/eprint/13028/1/13028.pdf

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