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 Cointegration, V...
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| Format: | Article |
| Language: | English |
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Kolej University Islam Sultan Azlan Shah
2017
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |