Testing for cointegration with threshold effect between stock prices and exchange rate in Malaysia
Since globalisation has integrated the world economy through trade and finance, the main macroeconomic variable responsible in influencing the profitability of firms is exchange rate. This is supported by researchers based on the traditional approach, the portfolio selection approach and the cash...
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| Format: | Thesis |
| Language: | English |
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2011
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| Online Access: | https://eprints.ums.edu.my/id/eprint/19286/1/Testing%20for%20cointegration%20with%20threshold.pdf |