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...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Global Journal Al-Thaqafah
المؤلفون الرئيسيون: Jaafar Pyeman, Ismail Ahmad
التنسيق: مقال
اللغة:العربية
منشور في: Universiti Sultan Azlan Shah 2017-06-01
الموضوعات:
Vector Error Correction Model
;Vector Autoregression Model
Macroeconomic Variable
Sectoral Indices
الوصول للمادة أونلاين:http://www.gjat.my/gjat062017/12320170701.pdf

الانترنت

http://www.gjat.my/gjat062017/12320170701.pdf

مواد مشابهة