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...
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 |
Similar Items
-
Cointegration between macroeconomic variables and sectoral indices movement in Bursa Malaysia
by: Ahmad, I., et al.
Published: (2017) -
An empirical analysis of sectoral indices movement in Malaysian stock market
by: Ahmad, I., et al.
Published: (2017) -
Macroeconomic Determinants of Household Consumption Expenditure in Ghana: A Multivariate Cointegration Approach
by: Christiana Osei Bonsu, et al.
Published: (2017-12-01) -
The Effect of Macroeconomic Variables on the Capital Structure
Decisions of Indian Firms: A Vector Error Correction Model/
Vector Autoregressive Approach
by: Sakshi Khanna, et al.
Published: (2015-12-01) -
Macroeconomic Variables and Unemployment: The Case of Turkey
by: Taylan Taner Doğan
Published: (2012-03-01)