INTERACTIONS BETWEEN EQUITY AND FOREIGN EXCHANGE MARKETS: EVIDENCE FROM THE PRE-AND POST-1997/98 MALAYSIAN DAILY DATA
The primary objective ofthis paper is to investigate the causal interactions between the Malaysian stock and foreign currency markets using daily data for 1997-98 pre-and post-crisis periods that run from July 4, 1995 through June 30, 1997 andfrom November 22, 1999 through April 5, 2002 respectively...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2005-06-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150624121543-XH9L2.pdf |