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Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia


Citation

Abdul Hamid, Baharom and Razali Chong, Royfaizal and Habibullah, Muzafar Shah (2008) Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia. International Applied Economics and Management Letters, 1 (1). pp. 33-36.

Abstract

The furore and chaos created by the Asian financial crisis have ignited many studies on numerous subjects, and it is believed that the crisis has changed the way nations being administered and policies formed and implemented especially those regarding monetary and fiscal policies. In this study Johansen (1991) cointegration method was used and the period was divided into two sub periods, albeit pre crisis and post crisis. The results obtained are similar with a number of past literatures pointing to no long run relationship between stock price and exchange rate for both periods.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Economics and Management
Publisher: Universiti Putra Malaysia
Keywords: Stock price; Exchange rate; Asian financial crisis; Cointegration
Depositing User: Emelda Mohd Hamid
Date Deposited: 06 Mar 2014 02:51
Last Modified: 15 Feb 2016 04:31
URI: http://psasir.upm.edu.my/id/eprint/16277
Statistic Details: View Download Statistic

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