Linear Vector Error Correction Model Versus
Markov Switching Vector Error Correction
Model To Investigate Stock Market Behaviour

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Linear Vector Error Correction Model Versus Markov Switching Vector Error Correction Model To Investigate Stock Market Behaviour

The stock market can reflect the economy of a country. The movement of the stock market index may imply the economic condition in general. The 1997 Asian Financial Crisis and the 2008 Global Economic Crisis are examples of share depressions that impacted countries’ inflation, unemployment rates a...

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Bibliographic Details
Main Authors:	Seuk , Wai Phoong, Ismail, Mohd Tahir, Siok , Kun Sek
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2014
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/40019/ http://eprints.usm.my/40019/1/AAMJAF_10-1-6-G1_%28133-149%29.pdf

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