THE GRANGER CAUSALITY TESTS FOR THE FIVE ASEAN COUNTRIES STOCK MARKETS AND MACROECONOMIC VARIABLES DURING AND POST THE 1997 ASIAN FINANCIAL CRISIS

This study seeks to examine the existence of Granger-causality among stock prices indices and macroeconomic variables in five ASEAN countries, Indonesia; Malaysia; the Philippines; Singapore; and Thailand with particular attention to the 1997 Asian financial crisis and period onwards. Using monthly...

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Номзүйн дэлгэрэнгүй

Үндсэн зохиолч:	Adwin Surja Atmadja
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	Petra Christian University 2005-01-01
Цуврал:	Jurnal Manajemen dan Wirausaha
Нөхцлүүд:	Granger-causality Asian financial crisis stock markets macroeconomic variable VAR.
Онлайн хандалт:	http://puslit2.petra.ac.id/ejournal/index.php/man/article/view/16137
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!