Modeling the interactions of stock price and exchange rate in Malaysia
Year of publication: |
2009
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Authors: | Mohd Tahir Ismail ; Zaidi Bin Isa |
Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 54.2009, 4, p. 605-619
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Subject: | Börsenkurs | Share price | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | VAR-Modell | VAR model | Malaysia | 1990-2005 |
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