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Financial Economics

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Long Run Dynamic Relationships between Oil Prices, Exchange Rates, Stock Market and Interest Rate in Malaysia

Sabariah Nordin · Afiruddin Tapa · Hamdan Al-Jaifi ·International Journal of Supply Chain Management ·2018

This study intends to identify the long run relationships between oil price, exchange rates, stock market and interest rate in the context of Malaysia. Weekly data from 1 January 2006 until 22 April 2018 were used. Unit root tests of ADF an...

Oil price ARDL bound test Granger causality Wavelet theory

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