Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities.

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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Main Author: Chan, Sheau Tyng
Format: Thesis
Language:English
Published: 2007
Subjects:
QA1 Mathematics (General)
Online Access:http://eprints.usm.my/46659/1/Chan%20Sheau%20Tyng.pdf
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spelling 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

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