Dynamic Causality Between Stock Return and Exchange Rate: Is Stock-Oriented Hypothesis More Relevant in Malaysia?
In the aftermath of Lehman shock, the effect of quantitative easing policy swiftly permeated the emerging stock markets, causing substantial fluctuation in currency value of different countries. This study aims to determine whether short-term capital flow is more relevant than trade balance in affec...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
Springer
2018
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/21545/ https://doi.org/10.1007/s10690-018-9244-7 |
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| Institution: | Universiti Malaya |