Empirical analysis on exchange rate fluctuation and sectoral stock returns in Malaysia
The purpose of this study is to observe the impact of the exchange rate fluctuation in Malaysia on sectors stock returns by using an augmented standard capital asset pricing model from October, 1992 to December, 2015. This paper extends previous studies on exchange rate fluctuation for the case of...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2017
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| Online Access: | http://journalarticle.ukm.my/11241/ http://journalarticle.ukm.my/11241/ http://journalarticle.ukm.my/11241/1/jeko_51%281%29-3.pdf |