An understanding of how volatilities of and correlations between commodity returns change over time including their directions (positive or negative) and size (stronger or weaker) is of crucial importance for both the domestic and international investors with a view to diversifying their...

This study examined the relationship between firm characteristics such as board of directors' ownership (BODOWN), institutional ownership (INSOWN), concentrated ownership (CONOWN), debt ratio and levels of diversification which had been identified in the literature as the determinants of...

This paper reinvestigates the relationship between money supply and prices in Malaysia. The sample includes monthly data of money supply (M1, M2 and M3), Consumer Price Index (CPI) and Industrial Production Index (IPI) from January 1974 to April 2007. Both Johansen cointegration and...

This paper examine the effects of three types of capital controls policies in Malaysia: (i) the existence of fixed exchange rates (indirect capital controls), (ii) controls on capital account and (iii) the stringency of requirements for the repatriation (direct capital controls) on FDI and PI...

The main purpose of this paper is to examine the relationship between stock prices and exchange rates in Malaysia. This research considers high-frequency data of USD-MYR exchange rates and Kuala Lumpur Composite Index (KLSE) from July 22, 2005 to March 23, 2007, which is the period when the MYR...

The main purpose of this paper is to examine the relationship between stock prices and exchange rates in Malaysia, for the periods immediately before and during the 1997 Asian crisis, and during the currency unpegged period. This research considers high-frequency data of USD-MYR exchange rates...

This paper examine the effects of three types of capital controls policies in Malaysia: (i) the existence of fixed exchange rates (indirect capital controls), (ii) controls on capital account and (iii) the stringency of requirements for the repatriation (direct capital controls) on FDI and PI...

Nonlinearity in the nexus of export and economic growth has not been addressed in most of the previous studies. If the true relationship is nonlinear, then inference from linear model may be invalid. This study re-examines the exports-growth nexus in four current Newly Industrialized Countries...