research-abstracts.page.titleprefix
Macroeconomic activity and the Malaysian stock market : empirical evidence of dynamic relations

dc.contributor.author Rasiah, R. Ratneswary V.
dc.date.accessioned 2022-11-10T19:11:54Z
dc.date.available 2022-11-10T19:11:54Z
dc.date.copyright Items in this repository are protected by copyright, with all rights reserved, unless otherwise indicated
dc.date.issued 2014-00-00
dc.description Abstract : This study uses time-series analysis to investigate the long-run relationships and short-run dynamic interactions between the stock market and various macroeconomic variables in Malaysia over the period 1980:01 to 2006:12. The study applies the multivariate cointegration methodology to establish the possible causal relations between these variables. The cointegration test and the vector error correction model demonstrates the evidence of positive long-run relationships between real stock price and measures of aggregate economic activity including industrial production, consumer price index, money supply and real exchange rate. The long-term elasticity coefficients of the macroeconomic variables on stock prices display relationships that are theoretically grounded. Further analysis using variance decompositions lends evidence of the dominant influence of certain macroeconomic variables namely: consumer price index, money supply and real exchange rate in forecasting stock price variance.
dc.description Full text access : Research & development Centre, Taylor’s University, Malaysia (e-mail: GTDLSRnD@taylors.edu.my)
dc.identifier.uri https://irepo.taylors.edu.my/handle/123456789/496
dc.subject Economics--Malaysia
dc.subject Macroeconomics
dc.subject Bursa Malaysia
dc.subject Stock exchanges--Malaysia
dc.title Macroeconomic activity and the Malaysian stock market : empirical evidence of dynamic relations
dspace.entity.type Research-Abstracts
local.identifiers vital:1168
local.identifiers valet-20140730-134717
local.language English
local.school Taylor's Business School
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