Matches in SemOpenAlex for { <https://semopenalex.org/work/W134441664> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W134441664 abstract "The rapid liberalization and globalization of the financial market around the world has been recognized causes to the higher volatility between macroeconomic variables and stock market. Stock market is one of the macro economy variables and as a leading indicator for economy plays an important role in the development of any country. Despite the importance of the establishing of the relationship between macroeconomic variables and stock prices, there is still no general rule or consensus for both theoretical and empirical literature either in emerging, developed, Asian and Europe economies.This thesis attempts to analyze the relationship between volatility of Malaysian stock price and the volatility of macroeconomic variables namely exchange rates, money supply and interest rates for Singapore, Philippine, Thailand, Japan and China from January 2000 until December 2010. All previous studies examined the relationship between macroeconomic variables and stock market in a particular country. It is also interesting and beneficial to study the relationship of Malaysian stock market with other countries macroeconomic factors such as exchange rates, money supply and interest rates. Several tests are used in this study namely Unit Root Tests, Multivariate Cointegration Test, Error Correction Model and Estimation Equation Analysis. Augmented Dickey-Fuller (ADF) test and Phillips-Perron (1988) test are used to ensure all variables are stationary. The other techniques are used to identify short-run and long-run relationship between volatility of Malaysian stock price and macroeconomic variables of five Asian countries and also to determine which country macroeconomic variables give the most impact on Malaysian stock price. The study finds that there exist short run cointegrating link or relationship between macroeconomic variables and Malaysian stock price. The empirical findings reveal that relationship between macroeconomic variables and Malaysian stock price do form a long run cointegrating link or relationship. From the result shows that exchange rate from China gives the most impact on Malaysian stock price. Policy-makers need to be careful when trying to influence the economy through changes in macroeconomic variables such as the money supply, interest rates or the exchange rate. They may inadvertently depress the stock market and curtail capital formation which itself would lead to further slowdown of the economy." @default.
- W134441664 created "2016-06-24" @default.
- W134441664 creator A5016641466 @default.
- W134441664 creator A5040766896 @default.
- W134441664 date "2011-02-01" @default.
- W134441664 modified "2023-09-26" @default.
- W134441664 title "The Relationship Between Volatility of Malaysia Stock Price and the Volatility of Macroeconomic Variables for Five Asian Countries" @default.
- W134441664 hasPublicationYear "2011" @default.
- W134441664 type Work @default.
- W134441664 sameAs 134441664 @default.
- W134441664 citedByCount "0" @default.
- W134441664 crossrefType "dissertation" @default.
- W134441664 hasAuthorship W134441664A5016641466 @default.
- W134441664 hasAuthorship W134441664A5040766896 @default.
- W134441664 hasConcept C106159729 @default.
- W134441664 hasConcept C127413603 @default.
- W134441664 hasConcept C144341231 @default.
- W134441664 hasConcept C145162277 @default.
- W134441664 hasConcept C149782125 @default.
- W134441664 hasConcept C151730666 @default.
- W134441664 hasConcept C162324750 @default.
- W134441664 hasConcept C175025494 @default.
- W134441664 hasConcept C195561663 @default.
- W134441664 hasConcept C204036174 @default.
- W134441664 hasConcept C2776988154 @default.
- W134441664 hasConcept C2779971977 @default.
- W134441664 hasConcept C2780299701 @default.
- W134441664 hasConcept C2780762169 @default.
- W134441664 hasConcept C556758197 @default.
- W134441664 hasConcept C78519656 @default.
- W134441664 hasConcept C86803240 @default.
- W134441664 hasConcept C91602232 @default.
- W134441664 hasConceptScore W134441664C106159729 @default.
- W134441664 hasConceptScore W134441664C127413603 @default.
- W134441664 hasConceptScore W134441664C144341231 @default.
- W134441664 hasConceptScore W134441664C145162277 @default.
- W134441664 hasConceptScore W134441664C149782125 @default.
- W134441664 hasConceptScore W134441664C151730666 @default.
- W134441664 hasConceptScore W134441664C162324750 @default.
- W134441664 hasConceptScore W134441664C175025494 @default.
- W134441664 hasConceptScore W134441664C195561663 @default.
- W134441664 hasConceptScore W134441664C204036174 @default.
- W134441664 hasConceptScore W134441664C2776988154 @default.
- W134441664 hasConceptScore W134441664C2779971977 @default.
- W134441664 hasConceptScore W134441664C2780299701 @default.
- W134441664 hasConceptScore W134441664C2780762169 @default.
- W134441664 hasConceptScore W134441664C556758197 @default.
- W134441664 hasConceptScore W134441664C78519656 @default.
- W134441664 hasConceptScore W134441664C86803240 @default.
- W134441664 hasConceptScore W134441664C91602232 @default.
- W134441664 hasLocation W1344416641 @default.
- W134441664 hasOpenAccess W134441664 @default.
- W134441664 hasPrimaryLocation W1344416641 @default.
- W134441664 hasRelatedWork W1480456836 @default.
- W134441664 hasRelatedWork W1525419887 @default.
- W134441664 hasRelatedWork W1567744254 @default.
- W134441664 hasRelatedWork W1593930709 @default.
- W134441664 hasRelatedWork W1601938839 @default.
- W134441664 hasRelatedWork W2153334353 @default.
- W134441664 hasRelatedWork W2161332156 @default.
- W134441664 hasRelatedWork W2188637780 @default.
- W134441664 hasRelatedWork W2297340114 @default.
- W134441664 hasRelatedWork W2562084818 @default.
- W134441664 hasRelatedWork W2626357790 @default.
- W134441664 hasRelatedWork W2738442061 @default.
- W134441664 hasRelatedWork W2808463641 @default.
- W134441664 hasRelatedWork W2906325502 @default.
- W134441664 hasRelatedWork W3008938766 @default.
- W134441664 hasRelatedWork W3010167046 @default.
- W134441664 hasRelatedWork W310572612 @default.
- W134441664 hasRelatedWork W316060838 @default.
- W134441664 hasRelatedWork W3176673495 @default.
- W134441664 hasRelatedWork W3192095097 @default.
- W134441664 isParatext "false" @default.
- W134441664 isRetracted "false" @default.
- W134441664 magId "134441664" @default.
- W134441664 workType "dissertation" @default.