Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities.
Adalah diketahui bahawa prestasi sesuatu pasaran saham adalah dipengamhi oleh pelbagai faktor, terutamanya pembolehubah-pembolehubah makroekonomi. Desertasi ini mengkaji hubungan jangka panjang dan hubungan jangka pendek antara pasaran saham Malaysia yang diwakili oleh Indeks Komposit Kuala Lumpu...
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my-usm-ep.466592020-06-30T07:40:27Z Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities. 2007-06 Chan, Sheau Tyng QA1 Mathematics (General) Adalah diketahui bahawa prestasi sesuatu pasaran saham adalah dipengamhi oleh pelbagai faktor, terutamanya pembolehubah-pembolehubah makroekonomi. Desertasi ini mengkaji hubungan jangka panjang dan hubungan jangka pendek antara pasaran saham Malaysia yang diwakili oleh Indeks Komposit Kuala Lumpur (KLCI) dan enam pembolehubah makroekonomik tempatan, iaitu Indeks Harga Pengguna (CPI), , . Kontrak hadapan KLCI (FUT), Penawaran wang (M!), Harga Minyak Mentah Tapis ';. '. (OIL), Kadar tukaran wang Pound Sterling (STG) dap Kadar Bil Perbendaharaan (TBR). Selain itu, pertalian dinarnik antara harga saham negara-negara Asia terpilih juga dikaji. Indeks yang terpilih ialah KLCI (Malaysia), Indeks Pertukaran Pasaran Bombay (BSEIndia), Indeks Hang Seng (HSI - Hong Kong), Indeks Nikkei 225 (NIK - Japan), Indeks Komposit Shanghai (SSE - China) dan Indeks Straits Times (STI - Singapore). Tambahan lagi, ketegapan pertalian dinamik di antara harga saham dan pembolehubah makroekonorni juga dikaji. 2007-06 Thesis http://eprints.usm.my/46659/ http://eprints.usm.my/46659/1/Chan%20Sheau%20Tyng.pdf application/pdf en public masters Universiti Sains Malaysia Pusat Pengajian Sains Matematik (School of Mathematical Engineering) |
| institution |
Universiti Sains Malaysia |
| collection |
USM Institutional Repository |
| language |
English |
| topic |
QA1 Mathematics (General) |
| spellingShingle |
QA1 Mathematics (General) Chan, Sheau Tyng Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities. |
| description |
Adalah diketahui bahawa prestasi sesuatu pasaran saham adalah dipengamhi
oleh pelbagai faktor, terutamanya pembolehubah-pembolehubah makroekonomi.
Desertasi ini mengkaji hubungan jangka panjang dan hubungan jangka pendek antara
pasaran saham Malaysia yang diwakili oleh Indeks Komposit Kuala Lumpur (KLCI)
dan enam pembolehubah makroekonomik tempatan, iaitu Indeks Harga Pengguna (CPI),
, .
Kontrak hadapan KLCI (FUT), Penawaran wang (M!), Harga Minyak Mentah Tapis
';. '.
(OIL), Kadar tukaran wang Pound Sterling (STG) dap Kadar Bil Perbendaharaan (TBR).
Selain itu, pertalian dinarnik antara harga saham negara-negara Asia terpilih juga dikaji.
Indeks yang terpilih ialah KLCI (Malaysia), Indeks Pertukaran Pasaran Bombay (BSEIndia), Indeks Hang Seng (HSI - Hong Kong), Indeks Nikkei 225 (NIK - Japan), Indeks
Komposit Shanghai (SSE - China) dan Indeks Straits Times (STI - Singapore).
Tambahan lagi, ketegapan pertalian dinamik di antara harga saham dan pembolehubah
makroekonorni juga dikaji. |
| format |
Thesis |
| qualification_level |
Master's degree |
| author |
Chan, Sheau Tyng |
| author_facet |
Chan, Sheau Tyng |
| author_sort |
Chan, Sheau Tyng |
| title |
Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities. |
| title_short |
Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities. |
| title_full |
Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities. |
| title_fullStr |
Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities. |
| title_full_unstemmed |
Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities. |
| title_sort |
impulse response on the relationship between stock price, oil price and futures: regional response among asian equities. |
| granting_institution |
Universiti Sains Malaysia |
| granting_department |
Pusat Pengajian Sains Matematik (School of Mathematical Engineering) |
| publishDate |
2007 |
| url |
http://eprints.usm.my/46659/1/Chan%20Sheau%20Tyng.pdf |
| _version_ |
1747821706719789056 |