Cointegration and causality between stock index and macroeconomic variables in an emerging market

Authors :: Brahmasrene, Tantatape
Jiranyakul, Komain
Source :: Academy of Accounting and Financial Studies Journal. Sept, 2007, Vol. 11 Issue 3, p17, 14 p.
Publication Year :: 2007
Abstract: ABSTRACT This study examined the relationship between stock market index and selected macroeconomic variables during the post-financial liberalization (pre-financial crisis) and postfinancial crisis in Thailand. In the empirical analysis, unit [...]

Subjects :: Indexation (Economics) -- Analysis
Macroeconomics -- Research
Stock markets -- Research
Stock market
Business

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