Stock price movements : does change in energy price matter?
This paper investigates the impact of oil price shocks on the Malaysian stock market. The co-integration test results documented zero co-integration equation. This finding implies no long-run relationship between the variables in the system. The causality test which looks at short run dynamic inter...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit UPSI
2009
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/11656/ http://irep.iium.edu.my/11656/ http://irep.iium.edu.my/11656/1/10.%2520STOCK%2520PRICE%2520MOVEMENTS....pdf |