The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff

This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala L...

Full description

Saved in:
Bibliographic Details
Main Authors: Wan Mahmood, Wan Mansor (Author), Mohd Yusoff, Zetty Zahureen (Author)
Format: Book
Published: Institute of Research, Development and Commercialization (IRDC), 2006.
Subjects:
Online Access:Link Metadata
Tags: Add Tag
No Tags, Be the first to tag this record!