重要事項 Import Notes

重要事項 Import Notes
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2015-10-28

Pre and Post Crisis Analysis of Stock Price and Exchange Rate: Evidence from Malaysia

Pre and Post Crisis Analysis of Stock Price and Exchange Rate: Evidence from Malaysia

Author  : Baharom, A. H., & Habibullah, M. S

Source  : International Applied Economics and Management Letters, 1(1), p.33-36.

Publication Date: 2008

 Abstract：
The furore and chaos created by the Asian financial crisis have ignited many studies on numerous subjects, and it is believed that the crisis has changed the way nations being administered and policies formed and implemented especially those regarding monetary and fiscal policies. In this study Johansen (1991) cointegration method was used and the period was divided into two sub periods, albeit pre crisis and post crisis. The results obtained are similar with a number of past literatures pointing to no long run relationship between stock price and exchange rate for both periods.

Keywords：
Stock price, exchange rate, Asian financial crisis, Cointegration.

Baharom, A. H., & Habibullah, M. S, “Pre and post crisis analysis of stock price and exchange rate: Evidence from Malaysia” , 2008 , International Applied Economics and Management Letters, vol.1 , p.33-36.
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== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
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