Impact Of Interest Rate And Exchange Rate On The Stock Market Index In Malaysia: A Cointegration Analysis

Kajian ini mengkaji kesan kadar faedah dan kadar pertukaran terhadap indeks pasaran saham di Malaysia. This paper examines empirically the nature of the impact of the exchange rate and interest rate on Malaysia stock market index.

Bibliographic Details
Main Author:	Foo, Zor Thang
Format:	Thesis
Language:	English
Published:	2009
Subjects:	HF5001-6182 Business
Online Access:	http://eprints.usm.my/25494/

Similar Items

The exchange rate exposure of stock market performance in Malaysia
by: Shamsadini, Mohammad Ali
Published: (2008)

The Effects of Interest Rate and Exchange Rate on Stock Returns
by: Boo, Hooi Laing
Published: (2010)

Testing for cointegration with threshold effect between stock prices and exchange rate in Malaysia
by: Evoon, Vivienne Voon
Published: (2011)

Stock market integration and its implications for international trade, exchange rates and interest rates in ASEAN-5 countries
by: Saeedi, Mitra
Published: (2014)

The Practice Of Share Repurchase And Its Signaling Impact On Stocks Quoted On The Kuala Lumpur Stock Exchange (Klse)
by: Musir, Mohamad Nazri
Published: (2004)

Risk And Return For The Dollar-Cost Averaging (Dca) Versus Lump-Sum (Ls) Strategy On The Market Portfolio Of Stocks Listed On The Kuala Lumpur Stock Exchange (Klse)
by: CHOW, FATT VING
Published: (2004)

Effects of exchange rate volatility and interest rate variability on stock returns of commercial banks in Nigeria
by: Oboni, Onakpa Abel
Published: (2019)

The Behaviour Of Malaysian Stock Market Investors
by: Abdullah, Nurliyana Thoh
Published: (2005)

Empirical study of black-scholes warrant pricing model on the stock exchange of Malaysia
by: Hong, Boon Kyun
Published: (2004)

Intraday Price And Volume Relations In The Stock And Warrant Markets
by: LIM, KOK SEE
Published: (2004)

The impact of exchange rate regime and monetary variables on the stability of the capital market. An empirical analysis in the stock market
by: Sia, Yiik Jing
Published: (2016)

Momentum And Investor Sentiment: Evidence From Asian Stock Markets
by: Anusakumar, Shangkari V.
Published: (2013)

Short-Term Overreaction: Implications For Stock Market Efficiency In Malaysia
by: Dhamotharan, Lalitha
Published: (2008)

Firms' Characteristics Affecting The Level Of Voluntary Disclosure Of Indonesian Companies Listed On The Jakarta Stock Exchange.
by: Arifin, Arifin
Published: (2002)

The Determinants Of Commercial Banks’ Interest Margin In Malaysia: An Analysis From The Micro Perspective
by: Goh, Seah Peng
Published: (2006)

The Behavior Of Malaysian Stock Market Investors: A Prospect Theory Perspective
by: Abdullah, Nurliyana Thoh
Published: (2005)

An Empirical Study On The Relationship Between Dividend Changes & Future Earning Of The Kuala Lumpur Stock Exchange Listed Companies
by: Lee, Vooi Ling
Published: (2004)

Return And Correlations Of Malaysian Sector Stock Indices Under Different Market Conditions
by: Lee , Sze Aoh
Published: (2015)

Return And Correlations Of Malaysian Sector Stock Indices Under Different Market Conditions
by: Lee , Sze Aoh
Published: (2015)

Tesco Stores (M) Sdn. Bhd.: Employee Retention Strategy To Reduce Cashier Turnover Rate
by: Teh, Peh Nee
Published: (2014)

Factors Influencing The Capital Structure Of Shari'ah Compliant Public Listed Companies In The Kuala Lumpur Stock Exchange (KLSE)
by: Ahmed Digale, Abdi Aziz
Published: (2009)

Factors Influencing The Capital Structure Of Shari'ah Compliant Public Listed Companies In The Kuala Lumpur Stock Exchange (KLSE).
by: Digale, Abdi Aziz Ahmed
Published: (2009)

Elements Of Justice And Organizational Commitment: The Impact Of Leader-Member Exchange
by: Farouk, Adam Malik
Published: (2002)

Goal Orientations And Organisational Outcomes: The Impact Of Leader-Member Exchange
by: Lee, Jia-Shean
Published: (2005)

Examining The Role Of Estate Factors, Fresh Fruit Bunch Processing And Logistics Efficiency On Oil Extraction Rate
by: Cheah, Cheng Teik
Published: (2021)

Stock Market Integration Between ASEAN-5 And Developed Nations: The Roles Of Political And Financial Crises
by: Tajaddini, Reza
Published: (2008)

Affect, Organizational Justice, And Innovative Performance: The Mediating Impact Of Leader-Member Exchange
by: Saw, wan Koon
Published: (2005)

Importance of inflation rate, income, interest rate and rate of return towards the profit performance of Takaful / Nadhilah Mahmood
by: Mahmood, Nadhilah
Published: (2011)

A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential
by: DHAMOTHARAN, LALITHA
Published: (2017)

Share Farming Interest Scheme: Case Study Of Company-Xyz Berhad
by: Lew, Ai Chien
Published: (2015)

The Relationship between Interest Rate, Exchange Rate, Inflation Rate and GDP to Foreign Direct Investment Inflows in Malaysia
by: Mohd Sufli, Yusof
Published: (2009)

The Impact of Relationship Marketing and its Influence on Customer Loyalty
by: Siti Aminah, Mohamad
Published: (2011)

Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior
by: Cheah, Weng Hong
Published: (2004)

Consumer Reflections On Re-Purchase Interest Of Discount Sales Buy One Get One Free
by: Kour , Monjeet Dashini
Published: (2011)

The Effects of Interest Rate Changes on Stock Prices of Banks in China
by: Xu, Shijia
Published: (2011)

The Impact Of Internal Marketing On The Implementation Of Strategic Orientations And Product Innovation In Manufacturing Industry
by: Chan, Seow Hong
Published: (2005)

The Impact Of Internal Marketing On The Implementation Of Strategic Orientations And Product Innovation In Manufacturing Industry
by: Chan, Seow Hong
Published: (2005)

The Impact Of Internal Marketing On The Implementation Of Strategic Orientations And Product Innovation In Manufacturing Industry
by: CHAN, SEOW HONG
Published: (2005)

The impact of interest rate, oil price, and Covid-19 cases on the Malaysian stock market returns during Covid-19 pandemic
by: Manggleshwary, Muniandy
Published: (2021)

Consumer Reflections On Re-Purchase Interest Of Discount Sales “Buy One Get One Free” – The Case Of Malaysia
by: Kaur, Manjeet Dashini
Published: (2011)