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

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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Bibliographic Details
Main Author: Adwin Surja Atmadja
Format: Article
Language:English
Published: Petra Christian University 2005-01-01
Series:Jurnal Manajemen dan Wirausaha
Subjects:
Granger-causality
Asian financial crisis
stock markets
macroeconomic variable
VAR.
Online Access:http://puslit2.petra.ac.id/ejournal/index.php/man/article/view/16137

Internet

http://puslit2.petra.ac.id/ejournal/index.php/man/article/view/16137

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