The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff

The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff

This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala...

Full description

Bibliographic Details
Main Authors: Wan Mahmood, Wan Mansor, Mohd Yusoff, Zetty Zahureen
Format: Article
Language:English
Published: Institute of Research, Development and Commercialization (IRDC) 2006
Subjects:
Money
Malaysia
Online Access:http://ir.uitm.edu.my/id/eprint/13013/
http://ir.uitm.edu.my/id/eprint/13013/1/AJ_WAN%20MANSOR%20WAN%20MAHMOOD%20SMRJ%2006%201.pdf
id uitm-13013
recordtype eprints
spelling uitm-130132016-06-09T17:05:04Z http://ir.uitm.edu.my/id/eprint/13013/ The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff Wan Mahmood, Wan Mansor Mohd Yusoff, Zetty Zahureen Money Malaysia This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala Lumpur Composite Index (KLCI) andthe sector indexes - construction, consumer product, finance, industrial product, plantation, properties, mining, andtrading andservices, from January I, 1997 to December 31,2000 are used. The results suggest that there is long-term relationship between KLlBOR andsub sample 2, KLlBOR and constructions, KLlBOR and properties, and KLlBOR and mining. Institute of Research, Development and Commercialization (IRDC) 2006 Article PeerReviewed text en http://ir.uitm.edu.my/id/eprint/13013/1/AJ_WAN%20MANSOR%20WAN%20MAHMOOD%20SMRJ%2006%201.pdf Wan Mahmood, Wan Mansor and Mohd Yusoff, Zetty Zahureen (2006) The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff. Social and Management Research Journal, 3 (2). pp. 85-95. ISSN 1675-7017
repository_type Digital Repository
institution_category Local University
institution Universiti Teknologi MARA
building UiTM Institutional Repository
collection Online Access
language English
topic Money
Malaysia
spellingShingle Money
Malaysia
Wan Mahmood, Wan Mansor
Mohd Yusoff, Zetty Zahureen
The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff
description This paper employs the cointegration tests and error correction model to investigate the impact ofeasing money market on stock returns in Malaysia following the Asian financial crisis during 1997 to 2000. The monthly data on Kuala Lumpur Interbank Offer Rates (KLIBOR), the monthly closing of Kuala Lumpur Composite Index (KLCI) andthe sector indexes - construction, consumer product, finance, industrial product, plantation, properties, mining, andtrading andservices, from January I, 1997 to December 31,2000 are used. The results suggest that there is long-term relationship between KLlBOR andsub sample 2, KLlBOR and constructions, KLlBOR and properties, and KLlBOR and mining.
format Article
author Wan Mahmood, Wan Mansor
Mohd Yusoff, Zetty Zahureen
author_facet Wan Mahmood, Wan Mansor
Mohd Yusoff, Zetty Zahureen
author_sort Wan Mahmood, Wan Mansor
title The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff
title_short The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff
title_full The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff
title_fullStr The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff
title_full_unstemmed The money market sensitivity on the stock market / Wan Mansor Wan Mahmood and Zetty Zahureen Mohd Yusoff
title_sort money market sensitivity on the stock market / wan mansor wan mahmood and zetty zahureen mohd yusoff
publisher Institute of Research, Development and Commercialization (IRDC)
publishDate 2006
url http://ir.uitm.edu.my/id/eprint/13013/
http://ir.uitm.edu.my/id/eprint/13013/1/AJ_WAN%20MANSOR%20WAN%20MAHMOOD%20SMRJ%2006%201.pdf
first_indexed 2023-09-18T22:49:41Z
last_indexed 2023-09-18T22:49:41Z
_version_ 1777417459917127680

Similar Items