Relationship between stock market returns and exchangerates in emerging stock markets

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Relationship between stock market returns and exchangerates in emerging stock markets

This paper aims to study the relationship between stock market returns and exchange rates in emerging stock markets including Malaysia, Singapore, Thailand, Indonesia and Philippines. The data is taken from January 2003 to December 2012 using weekly closing indices and separated in two periods; befo...

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Bibliographic Details
Main Authors:	Arshad, M. N., Yahya, Mohamed Hisham
Format:	Article
Language:	English
Published:	Fakultas Ekonomi Dan Bisnis Islam IAIN Raden Intan Lampung 2016
Online Access:	http://psasir.upm.edu.my/id/eprint/53760/ http://psasir.upm.edu.my/id/eprint/53760/1/Relationship%20between%20stock%20market%20returns%20and%20exchangerates%20in%20emerging%20stock%20markets.pdf

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