Interdependence between Islamic capital market and money market in Malaysia / Che’ Khalilah Mahmood

This study investigates VAR Toda-Yamamoto’s causality test between Islamic capital market (FBMESI) and money market (I1MMR) with macroeconomic variables (BLR, M2, ER, IPI, GDP, CPI, WOP, GDPC, VIX, and FRR). The purpose of this study is to analyze the information content of Islamic capital market an...

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Bibliographic Details
Main Author: Mahmood, Che’ Khalilah
Format: Thesis
Language:English
Published: 2014
Online Access:https://ir.uitm.edu.my/id/eprint/16368/1/TM_CHE%27%20KHALILAH%20MAHMOOD%20BM%2014_5.pdf
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