Testing for farmer stock market-unemployment hypothesis during the COVID-19 pandemic in Malaysia
Farmer hypothesised that there is a linear long-run relationship between the movement of the stock market and movement in the unemployment rate, and there is a unidirectional causality running from stock market to unemployment rate. In this study we test the Farmer hypothesis by using Malaysia’s dai...
Main Authors: | , , , , |
---|---|
Format: | Article |
Published: |
Inderscience Publishers
2023
|