Investigation of the Linkages Between Malaysian and Three Newly Industrialized Asian Countries : Co-Integration Analysis
This study examines price linkages among the equity markets of Asian newly industrialised countries of Malaysia, Singapore, Thailand, and Hong Kong. Using daily data from January 2000 to December 2004, bivariate and multivariate cointegration technique following the Johansen (1988) procedures and b...
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| Format: | Thèse |
| Langue: | anglais anglais |
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2005
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| Accès en ligne: | https://etd.uum.edu.my/1312/1/NORSHAMSHINA_BT._MAT_ISA.pdf https://etd.uum.edu.my/1312/2/1.NORSHAMSHINA_BT._MAT_ISA.pdf |