This study examines the stock market integration among Malaysia and its major trading partners by employing Johansen (1988) and Johansen and Juselius (1990) cointegration tests and VECM approach in investigating the dynamic linkages between markets. By using a weekly data, the results indicate...

In this paper, I survey the current literature relating to the relationship between the institution and foreign direct investment (FDI). In doing so, I have comprehensively analyzed two most recent paper written by Busse and Hefeker (2007) and Daude and Stein (2007). Both articles have used a...

This study investigates the relationship between relative price variability and inflation in three regions in Malaysia namely Peninsular Malaysia, Sabah and Sarawak. Using monthly time series data from January 1970 until Mac 2005, this study utilizes the non-linear time series technique of STAR...

This paper aims to examine the volatility of money velocity and also to estimate the velocity of money function in Malaysia by using the quarterly time series data. This study employed the recent econometric techniques such as volatility model in ARCH and GARCH framework, Johansen co integration...

This study aims to empirically analyse the influence of an ageing population and fertility rate on economic development for a sample of 98 nations according to their income level from 1990 to 2019. The dynamic heterogeneous panel data technique namely pool-mean group and mean group estimators...

Purpose – The purpose of this paper is to explore the role of monetary policy transmission mechanism channel on firms' investment spending. The focal point is to investigate the differential of monetary policy effects across sub-sector firms' investment by examining the role of interest rates,...