The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff

This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala...

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Bibliographic Details
Main Authors: Wan Mahmood, Wan Mansor, Mohd Yusoff, Zetty Zahureen
Format: Article
Language:English
Published: Institute of Research, Development and Commercialization (IRDC) 2006
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/13013/2/13013.pdf
https://ir.uitm.edu.my/id/eprint/13013/
https://smrj.uitm.edu.my/
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Institution: Universiti Teknologi Mara
Language: English