Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions

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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Main Author: YU, TEIK BENG
Format: Thesis
Language:English
Published: 2005
Subjects:
HF5001-6182 Business
Online Access:http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf
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spelling my-usm-ep.255882020-10-07T06:44:14Z Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions 2005 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 http://eprints.usm.my/25588/ http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf application/pdf en public masters Universiti Sains Malaysia Pusat Pengajian Siswazah Perniagaan
institution Universiti Sains Malaysia
collection USM Institutional Repository
language English
topic HF5001-6182 Business
spellingShingle HF5001-6182 Business
YU, TEIK BENG
Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
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.
format Thesis
qualification_level Master's degree
author YU, TEIK BENG
author_facet YU, TEIK BENG
author_sort YU, TEIK BENG
title Klse Composite Index And Macroeconomic Fundamental Dynamic Interactions
title_short 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_sort klse composite index and macroeconomic fundamental dynamic interactions
granting_institution Universiti Sains Malaysia
granting_department Pusat Pengajian Siswazah Perniagaan
publishDate 2005
url http://eprints.usm.my/25588/1/KLSE_COMPOSITE_INDEX_AND_MACROECONOMIC_FUNDAMENTAL_DYNAMIC_INTERACTIONS.pdf
_version_ 1747819944006909952

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