The relationship between stock prices and exchange rates: evidence in Malaysia / Ratna Susila Jamaludin

Jamaludin, Ratna Susila (2017) The relationship between stock prices and exchange rates: evidence in Malaysia / Ratna Susila Jamaludin. [Student Project] (Submitted)

Abstract

This study will investigated the interaction between stock prices and exchange rates in Malaysia. By using monthly data from year 1992 to 2016, this study attempts to examine the relationship between stock prices and exchange rates in long run effect. This study also investigates the short-run relationship between stock prices and exchange rates during Asian Financial Crisis for year 1996 to 2000 and Global Financial Crisis for year 2006 to 2010. Some economic variable has been added in this study as control variables. The result indicates that there has significant relationship between stock prices and exchange rates in long run effect but not in short run effect during Asian Financial Crisis and Global Financial Crisis.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Jamaludin, Ratna Susila 2014321143
Contributors:	Contribution Name Email / ID Num. Advisor Benedict, Marius mariu198@uitm.edu.my Contributor Ason, Yvonne Joseph yvosan@uitm.edu.my
Subjects:	H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
Divisions:	Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Finance
Keywords:	Stock prices; Exchange rates; Effect
Date:	2017
URI:	https://ir.uitm.edu.my/id/eprint/112582