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Articles 31 - 32 of 32
Full-Text Articles in Econometrics
Does The Export-Led Growth Hypothesis Hold For Malaysia?, Beebee Rosida Nohur
Does The Export-Led Growth Hypothesis Hold For Malaysia?, Beebee Rosida Nohur
Student Works (2000-2009)
This paper examines the export-led growth hypothesis in Malaysia over the last 30 years using current techniques in econometric analysis of non-stationary time series. In order to avoid model misspecification, this study employs a multivariate framework. The basic objective of this study is to provide further empirical evidence on the merits of export-oriented strategies. The principal results emerging from our research are: Firstly, all the data series exhibit an autoregressive scheme of order one, that is they are I( 1) series and that exports, investment to output ratio, terms of trade and GDP in real terms are cointegrated. This implies …
The Relationship Between Selected Economic Indicators And The Malaysian Stock Index Futures, Irwaan Iskandar Abrahim
The Relationship Between Selected Economic Indicators And The Malaysian Stock Index Futures, Irwaan Iskandar Abrahim
Student Works (2000-2009)
This research examines the relationship between selected economics indicators and Malaysian Stock Index Futures. It also focusses on the relevancy of the Efficient Market Hypothesis (EMH) in a developing derivatives market in South East Asia, namely the Malaysian Stock Index Futures market. The relationship analysis between selected economic indicators and Malaysian Stock Index Futures may give better understanding the degree our derivatives market grasp economics factors in determining market change and movements. In an efficient market, the relevant signal to be used in trading is the futures price. The relative forecasting power of futures price is applied with the various …