Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
This thesis employs Granger causality test to investigate causal relations and dynamic interactions among Malaysia’s macroeconomic variables and Kuala Lumpur Stock Exchange Composite Index (KLCI). This research investigates the possible causal relations for different economic conditions in Malaysia...
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| Format: | Thesis |
| Language: | English |
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2005
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| Online Access: | http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf |
| _version_ | 1825831562386604032 |
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| author | YU, TEIK BENG |
| author_facet | YU, TEIK BENG |
| author_sort | YU, TEIK BENG |
| collection | USM |
| description | This thesis employs Granger causality test to investigate causal relations and dynamic interactions among Malaysia’s macroeconomic variables and Kuala Lumpur Stock Exchange Composite Index (KLCI). This research investigates the possible causal relations for different economic conditions in Malaysia by using three hundred thirty six monthly data points from January 1977 to December 2004. The macroeconomic variables being investigated are industrial production index, consumer price index, money supply measured by M1, three month fix deposit rate, Treasury bill rate and foreign exchange. |
| first_indexed | 2024-03-06T14:39:50Z |
| format | Thesis |
| id | usm.eprints-25588 |
| institution | Universiti Sains Malaysia |
| language | English |
| last_indexed | 2024-03-06T14:39:50Z |
| publishDate | 2005 |
| record_format | dspace |
| spelling | usm.eprints-255882020-10-07T06:44:14Z http://eprints.usm.my/25588/ Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions YU, TEIK BENG HF5001-6182 Business This thesis employs Granger causality test to investigate causal relations and dynamic interactions among Malaysia’s macroeconomic variables and Kuala Lumpur Stock Exchange Composite Index (KLCI). This research investigates the possible causal relations for different economic conditions in Malaysia by using three hundred thirty six monthly data points from January 1977 to December 2004. The macroeconomic variables being investigated are industrial production index, consumer price index, money supply measured by M1, three month fix deposit rate, Treasury bill rate and foreign exchange. 2005 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf YU, TEIK BENG (2005) Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions. Masters thesis, Universiti Sains Malaysia. |
| spellingShingle | HF5001-6182 Business YU, TEIK BENG Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions |
| title | Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions |
| title_full | Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions |
| title_fullStr | Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions |
| title_full_unstemmed | Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions |
| title_short | Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions |
| title_sort | klse composite index and macroeconomic fundamental dynamic interactions |
| topic | HF5001-6182 Business |
| url | http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf |
| work_keys_str_mv | AT yuteikbeng klsecompositeindexandmacroeconomicfundamentaldynamicinteractions |