The co-integration and casual effect between gold price, crude oil price and FTSE Bursa Malaysia KLCI / Rabiatul Adawiyah Nuh

The co-integration and casual effect between gold price, crude oil price and FTSE Bursa Malaysia KLCI / Rabiatul Adawiyah Nuh

The aim of this study is to investigate the co-integration, causal relationship and long run relationship between domestic gold prices, domestic crude oil price and FTSE Bursa Malaysia KLCI. The study used Johansen Co-integration Test, Granger Causality Test and Vector Error Correction Model (VECM)...

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Bibliographic Details
Main Author: Nuh, Rabiatul Adawiyah
Format: Student Project
Language:English
Published: 2015
Subjects:
Investment, capital formation, speculation
Stock exchanges. Insider trading in securities
Stock price indexes. Stock quotations
Kuala Lumpur. KLSE
Online Access:http://ir.uitm.edu.my/id/eprint/30578/1/30578.pdf
http://ir.uitm.edu.my/id/eprint/30578/
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Institution: Universiti Teknologi Mara
Language: English

Internet

http://ir.uitm.edu.my/id/eprint/30578/1/30578.pdf
http://ir.uitm.edu.my/id/eprint/30578/

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