The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff
This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Institute of Research, Development and Commercialization (IRDC)
2006
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| Online Access: | https://ir.uitm.edu.my/id/eprint/13013/2/13013.pdf |
| _version_ | 1825734087304806400 |
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| author | Wan Mahmood, Wan Mansor Mohd Yusoff, Zetty Zahureen |
| author_facet | Wan Mahmood, Wan Mansor Mohd Yusoff, Zetty Zahureen |
| author_sort | Wan Mahmood, Wan Mansor |
| collection | UITM |
| description | This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on
Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala Lumpur Composite Index (KLCI) andthe sector indexes - construction, consumer product, finance, industrial product, plantation, properties, mining, andtrading andservices, from January I, 1997 to December 31,2000 are used. The results suggest that there is long-term relationship between KLlBOR andsub sample 2,
KLlBOR and constructions, KLlBOR and properties, and KLlBOR and mining. |
| first_indexed | 2024-03-06T01:26:33Z |
| format | Article |
| id | oai:ir.uitm.edu.my:13013 |
| institution | Universiti Teknologi MARA |
| language | English |
| last_indexed | 2024-03-06T01:26:33Z |
| publishDate | 2006 |
| publisher | Institute of Research, Development and Commercialization (IRDC) |
| record_format | dspace |
| spelling | oai:ir.uitm.edu.my:130132023-04-10T05:17:11Z https://ir.uitm.edu.my/id/eprint/13013/ The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff smrj Wan Mahmood, Wan Mansor Mohd Yusoff, Zetty Zahureen Money Malaysia This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala Lumpur Composite Index (KLCI) andthe sector indexes - construction, consumer product, finance, industrial product, plantation, properties, mining, andtrading andservices, from January I, 1997 to December 31,2000 are used. The results suggest that there is long-term relationship between KLlBOR andsub sample 2, KLlBOR and constructions, KLlBOR and properties, and KLlBOR and mining. Institute of Research, Development and Commercialization (IRDC) 2006 Article PeerReviewed text en https://ir.uitm.edu.my/id/eprint/13013/2/13013.pdf The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff. (2006) Social and Management Research Journal (SMRJ) <https://ir.uitm.edu.my/view/publication/Social_and_Management_Research_Journal_=28SMRJ=29/>, 3 (2). pp. 85-95. ISSN 1675-7017 https://smrj.uitm.edu.my/ |
| spellingShingle | Money Malaysia Wan Mahmood, Wan Mansor Mohd Yusoff, Zetty Zahureen The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff |
| title | The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff |
| title_full | The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff |
| title_fullStr | The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff |
| title_full_unstemmed | The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff |
| title_short | The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff |
| title_sort | money market sensitivity on the stock market wan mansor wan mahmood and zetty zahureen mohd yusoff |
| topic | Money Malaysia |
| url | https://ir.uitm.edu.my/id/eprint/13013/2/13013.pdf |
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