Who Moves The Malaysian Stock Market The U.S. Or Japan?

• Main Author: Perpustakaan UGM, i-lib
• Format: Article NonPeerReviewed
• Published: [Yogyakarta] : Universitas Gadjah Mada 2006
• Subjects: Jurnal i-lib UGM
• Online Access: https://repository.ugm.ac.id/26558/; http://i-lib.ugm.ac.id/jurnal/download.php?dataId=9589
• Institution: Universitas Gadjah Mada

This pap e r examines long rt(IF consovenrents between Ailalaysian stock marker and the two largest stock markets the world: the U.S. and Japan. By employing time-�eries analysis, i,e� evintegration. variance decompositions, and impulse responsefUnctions. the paper seeks to investigate %thich ma...