Cointegration Between Macroeconomic Variables and Sectoral Indices Movement in Bursa Malaysia

This paper examines the cointegration between sectoral indices in Bursa Malaysia and the selected macroeconomic variables, namely, oil price (OP), gold price (GP), and exchange rate (ER), during the period 1995- 2014. The underlying series are tested by using Unit Root Test, Johansen Cointegra...

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Bibliographic Details
Main Authors: Jaafar Pyeman, Ismail Ahmad
Format: Article
Language:Arabic
Published: Universiti Sultan Azlan Shah 2017-06-01
Series:Global Journal Al-Thaqafah
Subjects:
Online Access:http://www.gjat.my/gjat062017/12320170701.pdf