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Foreign exchange and stock market volatility in Indonesia, Malaysia, the Philippines and Thailand : evidence from weekly data

Mustafa, Muhammad; Rahman, Mahmudur; Rahman, A. K. M. Matiur - In: Journal of Asian business 15 (1999) 1, pp. 40-48

Persistent link: https://www.econbiz.de/10001487021

Long-run and short-run dynamics between foreign exchange and stock markets : evidence from Thailand and the Philippines

Rahman, Mahmud; Rahman, A. K. M. Matiur; Mustafa, Muhammad - In: Research in finance 18 (2000), pp. 245-257

Persistent link: https://www.econbiz.de/10001618517

A comparative study of Mexican and Brazilian equity and foreign exchange market dynamic casual interlinkages

Rahman, A. K. M. Matiur; Mustafa, Muhammad - In: Journal of emerging markets 7 (2002) 2, pp. 24-34

Persistent link: https://www.econbiz.de/10001743314

Indonesian stock and foreign exchange market linkages and causality : evidence from weekly data

Rahman, Mahmud; Rahman, A. K. M. Matiur; Mmustafa, Muhammad - In: Journal of Asian business 18 (2002) 1, pp. 81-90

Persistent link: https://www.econbiz.de/10001744819

Long-run and short run dynamics between foreign exchange and stock markets: Evidence from thailand and the Philippines

Rahman, Mahmud; Rahman, A. K. M. Matiur; Mustafa, Muhammad - In: Research in finance : a research annual. Vol. 18, (pp. 245-257). 2001

The paper is an investigation of the possible long-run and short-run dynamics between the stock and foreign exchange markets in Thailand and Indonesia. The cointegration methodology is applied using the weekly data from November 8, 1991 through December 26, 1997. Each variable is non-stationary...

Persistent link: https://www.econbiz.de/10015390104