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

• 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/
• Institution: Universiti Teknologi Mara

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)...