Empirical Analysis on Exchange Rate Fluctuation and Sectoral Stock Returns in Malaysia

Empirical Analysis on Exchange Rate Fluctuation and Sectoral Stock Returns in Malaysia

The purpose of this study is to observe the impact of the exchange rate fluctuation in Malaysia on sectors stock returns by using an augmented standard capital asset pricing model from October, 1992 to December, 2015. This paper extends previous studies on exchange rate fluctuation for the case of...

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Bibliographic Details
Main Authors: Norimah Rambeli, Ramli, Emilda, Hashim, Asmawi, Hashim, Dyg Affizzah, Awang Marikan, Podivinsky, Jan M.P.
Format: Article
Language:English
Published: Jurnal Ekonomi Malaysia 2017
Subjects:
H Social Sciences (General)
HC Economic History and Conditions
Online Access:http://ir.unimas.my/id/eprint/17897/13/Empirical.pdf
http://ir.unimas.my/id/eprint/17897/
http://dx.doi.org/10.17576/JEM-2017-5001-3
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Institution: Universiti Malaysia Sarawak
Language: English

Internet

http://ir.unimas.my/id/eprint/17897/13/Empirical.pdf
http://ir.unimas.my/id/eprint/17897/
http://dx.doi.org/10.17576/JEM-2017-5001-3

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