The relationship between exchange rate, stock prices and money demand in Malaysia / Patricia Petrus

Petrus, Patricia (2011) The relationship between exchange rate, stock prices and money demand in Malaysia / Patricia Petrus. [Student Project] (Unpublished)

Abstract

This paper investigates the relationship between exchange rate and stock prices and money demand in Malaysia and its stability during the period 1996:1 to 2011:2. By employing the JJ Co-integration method, having found that there are four cointegrating vectors relationship in money demand, the stock prices (KLCI ), GDP, Interest rate (Treasury bill,3-month) .inflation (CPI).and exchange rate (MYR/USD). The application CUSUM and CUSUMQ test stability result indicates there are stable of the demand for money during the period. The result indicated that the stock prices has a significant role in determination of the stationary long run on the demand for money.

Item Details

Item Type:	Student Project
Creators:	Creators Email / ID Num. Petrus, Patricia 2009546489
Contributors:	Contribution Name Email / ID Num. Advisor Mohammad, Sheikh Junaidi sheikhju@uitm.edu.my
Subjects:	H Social Sciences > HG Finance > Investment, capital formation, speculation H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock exchanges. Insider trading in securities 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) Business Economics
Keywords:	The relationship between exchange rate; Exchange Rate; Stock Prices and Money Demand in Malaysia;
Date:	2011
URI:	https://ir.uitm.edu.my/id/eprint/71976

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Bilik Koleksi Akses Terhad | Kampus Kota Kinabalu, Sabah

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