This paper applies cointegration and VAR modeling to evaluate the long-run relationship and dynamic interactions between the Malaysian equity market, various economic variables, and major equity markets of the US and Japan.(...) (J Asia Pacific Econ/DÜI)

The present paper analyzes the stock prices - money supply interactions in a five-variable framework, which includes, in addition to the two focal variables, real industrial production, aggregate price level, and exchange rate. The dynamic interactions among the variables are based on variance...