International linkages among stock markets of Malaysia and its major trading partners
This study empirically examines the short- and long-run dynamic causal linkages between Malaysia and its major trading partners (the United States, Japan, Singapore, China, and Thailand) based on a two-step estimation, Autoregressive distributed lag (ARDL) and Generalized Method of Moments (GMM) dur...
| Hlavní autoři: | , |
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| Médium: | Článek |
| Jazyk: | English |
| Vydáno: |
Taylor ans Francis
2009
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| On-line přístup: | http://irep.iium.edu.my/8051/1/International_linkages_among_stock_markets_of_malaysia_and_its_major_trading_partners.pdf |