Causal Relationships Between Exchange Rates And Stock Prices In Malaysia And Thailand During The 1997 Currency Crisis Turmoil
Using Granger (1969), Sim (1972) and Geweke et al. (1982) causality tests, this study finds a feedback causal relationship between exchange rate and stock price in Malaysia, whereas a unidirectional causal relationship running from exchange rate to stock price in Thailand. The stock markets of these...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Working Paper |
| Language: | English |
| Published: |
University Library of Munich, Germany.
2004
|
| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/29606/1/price.pdf http://ir.unimas.my/id/eprint/29606/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Malaysia Sarawak |
| Language: | English |