Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand

This paper investigates and analyzes the long-run equilibrium relationship between the Thai stock Exchange Index (SETI) and selected macroeconomic variables using monthly time series data that cover a 20-year period from January 1990 to December 2009. The following macroeconomic variables are includ...

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Bibliographic Details
Main Authors: Joseph Ato Forson, Jakkaphong Janrattanagul
Format: Article
Language:English
Published: University of Finance and Management, Warsaw; Vistula University 2014-06-01
Series:Contemporary Economics
Online Access:http://ce.vizja.pl/en/download-pdf/id/340