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...