Equilibrium Models of the Malaysian Stock Market and Macroeconomy
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Equilibrium Models of the Malaysian Stock Market and Macroeconomy

Equilibrium Models of the Malaysian Stock Market and Macroeconomy


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About the Book

Nowadays, overseas investors, academics, and researchers have paid increased attention to investigating capital markets and economies, especially the largest among the association of Southeast Asian countries. Indeed, the economies and capital markets of these countries have provided several attractive investment prospects to domestic and foreign investors. Hence, the main purpose of this work is to investigate equilibrium relationships and causality directions between macroeconomic variables and the Malaysian stock market index. Employing equilibrium time-series approach (i.e., the Auto regressive Distributed Lag Approach), the current manuscript analyses the long-run and short-run relationships between the Malaysian capital market index and macroeconomic indicators, namely - gross domestic product, producer price index, consumer price index, exchange rates, broadest money supply, foreign direct investment inflows, deposit interest rates, and gross domestic savings. The examined time-series variables are available on an annual basis for the (1977-2012) period.


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Product Details
  • ISBN-13: 9783659788703
  • Publisher: Lap Lambert Academic Publishing
  • Publisher Imprint: LAP LAMBERT Academic Publishing
  • Height: 229 mm
  • No of Pages: 204
  • Series Title: English
  • Weight: 354 gr
  • ISBN-10: 3659788708
  • Publisher Date: 10 Oct 2015
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Spine Width: 12 mm
  • Width: 152 mm


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Equilibrium Models of the Malaysian Stock Market and Macroeconomy
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