Long run cointegration between sector-specific indices and macroeconomic fundamentals / Jaafar Pyeman and Ismail Ahmad

• मुख्य लेखकों: Pyeman, Jaafar (लेखक), Ahmad, Ismail (लेखक)
• स्वरूप: पुस्तक
• प्रकाशित: Faculty of Business and Management ; UiTM Press, 2007.
• विषय: Article; PeerReviewed
• ऑनलाइन पहुंच: Link Metadata

This paper has analysed the dynamic reactions between sector-specific indices of Bursa Malaysia and macroeconomic variables. This study shows that stock prices and macroeconomic variables tend to evolve as well as elaborate together in the long run. This study has identified various trends of respon...