Kalyanaraman, Lakshmi; Tuwajri, Basmah Al - In: International Journal of Financial Research 5 (2014) 1, pp. 81-92
This paper examines if there exists a long run relationship among five macroeconomic variables, consumer price index, industrial output, money supply, exchange rate, oil prices along with the global stock prices proxy Standard and Poor 500 index and Saudi all share stock index. Time series...