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...
| Main Authors: | , |
|---|---|
| 格式: | Article |
| 語言: | English |
| 出版: |
Taylor ans Francis
2009
|
| 主題: | |
| 在線閱讀: | http://irep.iium.edu.my/8051/1/International_linkages_among_stock_markets_of_malaysia_and_its_major_trading_partners.pdf |