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...

Saved in:

书目详细资料
主要作者:	Chan, Sheau Tyng
格式:	Thesis
语言:	English
出版:	2007
主题:	QA1 Mathematics (General)
在线阅读:	http://eprints.usm.my/46659/1/Chan%20Sheau%20Tyng.pdf
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Macroeconomic responses to oil price changes and volatility /
由: Soong, Fui Kiun
出版: (2001)

Pricing and hedging currency and stock index futures options in information-time /
由: Wu, Ronghui
出版: (1998)

The Relationship Between Oil Price and Airline Stock Price
由: Saleh, Mousa Sharaf Adin Hezam
出版: (2012)

A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
由: Phoong, Seuk Wai
出版: (2015)

The pricing of the Nikkei stock average futures contract on SIMEX /
由: Lak, Poo Siang
出版: (1988)

Do Kuala Lumpur stock index futures prices overreact relative to cash prices? /
由: Peong, Pak Guan
出版: (2001)

Distributions of stock returns and bond prices /
由: Beh, Woan Lin
出版: (2005)

Temporal price behaviour of the Nikkei stock average index futures /
由: Chia, Kew Sim
出版: (1989)

Validation of Future Crude Palm Oil Futures (FCPO) Price Prediction
由: Xhin Rong, Yong, et al.
出版: (2023)

The Relationship Between Volatility of Malaysia Stock Price and the Volatility of Macroeconomic Variables for Five Asian Countries
由: Mai Syaheera, Miau Shaari
出版: (2011)

Dynamic response of elastic-plastic beams subjected to impulse loading /
由: Zhao, Li
出版: (1997)

Nonlinearity And The Random Walk Behaviour Of East Asian Stock Prices
由: Vun, Methew Kien Chung
出版: (2007)

Pricing of convertible bonds on the Singapore Stock Exchange /
由: Ong, Weng Hin
出版: (1991)

A study of intraday stock index and futures prices using Markov chains /
由: Wang, Shi Yun
出版: (1997)

Price behaviour of Eurodollar futures on SIMEX : an empirical study of pricing of Ed futures contracts /
由: Yeong, Wai Seng
出版: (1992)

Index-Futures Lead-Lag And Price -Volume Causality: A Study Of The Malaysian Stock Index Futures Market
由: Ramasamy, Suganthi
出版: (2003)

Index-Futures Lead-Lag And Price -Volume Causality: A Study Of The Malaysian Stock Index Futures Market
由: Ramasamy, Suganthi
出版: (2003)

Price behaviour on Chinese equity markets /
由: Du, Jing
出版: (1999)

Predicting stock price movement using technical analysis : trading rules versus modelling /
由: Pang, Keng Cheong
出版: (2008)

Arbitrage opportunities and pricing efficiency in Malaysia futures market - Kuala Lumpur stock exchange composite index futures (FKLI)
由: Khong, Jason Jasmy
出版: (2013)

Financial contagion, price discovery process and hedging effectiveness in the futures markets : evidence from wavelet analyses /
由: Ahmad Danial Zainudin

Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk
由: Janor, Hawati
出版: (2009)

Dynamic hybrid pricing formulation for equity warrants
由: Ibrahim, Siti Zulaiha
出版: (2022)

Asset pricing factors in Malaysian equity returns /
由: Lain, Tze Tee

Testing the three moment capital asset pricing model on Singapore stock /
由: Tan, Sophia Chay Gek
出版: (1988)

Trading activity and price behavior in futures markets /
由: Yu, Min
出版: (2001)

Relationship between property stock price and corporate fundamental value /
由: Zhang, Hong Ye
出版: (2002)

Common stock analysis using price-to-book (P/B) ratio : an empirical study on NYSE-listed stocks /
由: Hasjim, Stephan Ignatius
出版: (1993)

Autoregressive distributed lag modelling for Malaysian palm oil prices
由: Abang Shakawi, Abang Mohammad Hudzaifah
出版: (2014)

The relationship between gross domestic product with fuel prices, stock prices and interest rate / Nor Anisah Ismail
由: Ismail, Nor Anisah
出版: (2012)

Linkages between commercial real estate and property stock price cycles in Singapore /
由: Xia, Rongpeng
出版: (1998)

The impact of index futures trading on day-of-the-week and systematic price patterns on the Kuala Lumpur Stock Exchange /
由: Azhar bin Mohamad
出版: (2002)

The impact of KLSE composite index futures trading on KLSE composite index underlying stock price volatility /
由: Leong, Wai Yee
出版: (1998)

Modelling of crude oil prices using hybrid arima-garch model
由: Hashim, Napishah
出版: (2015)

China's increasing presence in Southeast Asian region and the response of the United States /
由: Muhammad Farhan bin Bador
出版: (2018)

Malaysian property and construction companies: diversification potential, stock price behaviour and its response towards macroeconomic shocks
由: Nur Atiqah, Abdullah
出版: (2016)

Price variability and maturity effect of futures trading in Simex /
由: Leong, Andris Sou Kwan
出版: (1988)

Finite impulse response optimizers for solving optimization problems
由: Tasiransurini, Ab Rahman
出版: (2019)

Finite Impulse Response Filter Design Using VHDL
由: Ong, Poay Yin
出版: (2003)

Finite impulse response optimizers for solving optimization problems
由: Ab Rahman, Tasiransurini
出版: (2019)

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group