Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia
The furore and chaos created by the Asian financial crisis have ignited many studies on numerous subjects, and it is believed that the crisis has changed the way nations being administered and policies formed and implemented especially those regarding monetary and fiscal policies. In this study Joha...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Universiti Putra Malaysia
2008
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| Online Access: | http://psasir.upm.edu.my/id/eprint/16277/1/Pre%20and%20post%20crisis%20analysis%20of%20stock%20price%20and%20exchange%20rate.pdf |
| _version_ | 1825945784850317312 |
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| author | Abdul Hamid, Baharom Razali Chong, Royfaizal Habibullah, Muzafar Shah |
| author_facet | Abdul Hamid, Baharom Razali Chong, Royfaizal Habibullah, Muzafar Shah |
| author_sort | Abdul Hamid, Baharom |
| collection | UPM |
| description | The furore and chaos created by the Asian financial crisis have ignited many studies on numerous subjects, and it is believed that the crisis has changed the way nations being administered and policies formed and implemented especially those regarding monetary and fiscal policies. In this study Johansen (1991) cointegration method was used and the period was divided into two sub periods, albeit pre crisis and post
crisis. The results obtained are similar with a number of past literatures pointing to no long run relationship
between stock price and exchange rate for both periods. |
| first_indexed | 2024-03-06T07:36:57Z |
| format | Article |
| id | upm.eprints-16277 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T07:36:57Z |
| publishDate | 2008 |
| publisher | Universiti Putra Malaysia |
| record_format | dspace |
| spelling | upm.eprints-162772016-02-15T04:31:12Z http://psasir.upm.edu.my/id/eprint/16277/ Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia Abdul Hamid, Baharom Razali Chong, Royfaizal Habibullah, Muzafar Shah The furore and chaos created by the Asian financial crisis have ignited many studies on numerous subjects, and it is believed that the crisis has changed the way nations being administered and policies formed and implemented especially those regarding monetary and fiscal policies. In this study Johansen (1991) cointegration method was used and the period was divided into two sub periods, albeit pre crisis and post crisis. The results obtained are similar with a number of past literatures pointing to no long run relationship between stock price and exchange rate for both periods. Universiti Putra Malaysia 2008 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/16277/1/Pre%20and%20post%20crisis%20analysis%20of%20stock%20price%20and%20exchange%20rate.pdf Abdul Hamid, Baharom and Razali Chong, Royfaizal and Habibullah, Muzafar Shah (2008) Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia. International Applied Economics and Management Letters, 1 (1). pp. 33-36. http://econ.upm.edu.my/iaeml/ |
| spellingShingle | Abdul Hamid, Baharom Razali Chong, Royfaizal Habibullah, Muzafar Shah Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia |
| title | Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia |
| title_full | Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia |
| title_fullStr | Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia |
| title_full_unstemmed | Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia |
| title_short | Pre and post crisis analysis of stock price and exchange rate: evidence from Malaysia |
| title_sort | pre and post crisis analysis of stock price and exchange rate evidence from malaysia |
| url | http://psasir.upm.edu.my/id/eprint/16277/1/Pre%20and%20post%20crisis%20analysis%20of%20stock%20price%20and%20exchange%20rate.pdf |
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