An empirical investigation of the dynamic relations between macroeconomic factors and the stock markets of Malaysia and Thailand
This paper employs the Error-Correction Modeling technique to examine the relationship between macroeconomics variables and the stock returns of Malaysia and Thailand. The study extends Mukherje and Naka's (1995) analysis of the Japanese Market. In addition, the article expands the results obta...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2001
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| Online Access: | http://journalarticle.ukm.my/1750/ http://journalarticle.ukm.my/1750/ http://journalarticle.ukm.my/1750/1/1468-2755-1-SM.pdf |