Currency crisis and stock price behaviour : Evidence from the Kuala Lumpur composite index / Anuar Hj. Wahhab…[et al.]

Currency crisis and stock price behaviour : Evidence from the Kuala Lumpur composite index / Anuar Hj. Wahhab…[et al.]

This research uses an error correction model to explore the asymmetric effects of five different exchange rates on the Kuala Lumpur Composite Index (KLCI) during the period of currency crisis. Order of integration was checked using Augmented Dickey Fuller and Phillip-Perons tests for unit root. The...

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Bibliographic Details
Main Authors: Hj. Wahhab, Anuar, Ab Rahman, Nik Muhd Naziman
Format: Research Reports
Language:English
Published: Research Management Institude 2002
Subjects:
Business cycles. Economic fluctuations. Economic indicators
Dividends. Stock dividends. Dividend reinvestment
Online Access:http://ir.uitm.edu.my/id/eprint/25211/
http://ir.uitm.edu.my/id/eprint/25211/1/LP_ANUAR%20HJ.%20WAHHAB%20RMI%20K%2002_5.pdf

Internet

http://ir.uitm.edu.my/id/eprint/25211/
http://ir.uitm.edu.my/id/eprint/25211/1/LP_ANUAR%20HJ.%20WAHHAB%20RMI%20K%2002_5.pdf

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