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dc.contributor.authorTian Wang
dc.contributor.authorWitsaroot Pariyaprasert
dc.date.accessioned2018-05-30T02:31:13Z
dc.date.available2018-05-30T02:31:13Z
dc.date.issued2015
dc.identifier.citationUTCC International Journal of Business and Economics, Vol 7, No.2, December 2015, page 161 - 176en_US
dc.identifier.urihttp://repository.au.edu/handle/6623004553/20906
dc.description.abstractThe research analyzes the long run relationship between the value of Chinese Yuan and stock market return in five countries of the Association of Southeast Asian Nations (Indonesia, Malaysia, the Philippines, Singapore and Thailand) from 2005-2013 by using daily data. The conditional work measured by Granger causality model. The value of Chinese Yuan under five selected countries were used as dependent variables. While the stock market index and trading volume of stock market were used as independent variables. The results show the evidence that the stock market indexes granger cause the exchanges rate between China and selected countries which refers to a positive long-run relationship between the value of Chinese Yuan and stock market return in five countries of the Association of Southeast Asian Nations.
dc.format.extent16 pagesen_US
dc.format.mimetypeapplication/pdfen_US
dc.language.isoengen_US
dc.subjectChina
dc.subjectIndonesia
dc.subjectMalaysia
dc.subjectthe Philippines,
dc.subjectSingapore
dc.subjectThailand
dc.subjectstock market index
dc.subjecttrading volume
dc.subjectexchange rate
dc.subjectGranger causality
dc.titleThe Long Run Relationship between the Value of Chinese Yuan and Stock Market Return in Five Countries of the Association of Southeast Asian Nations From 2005-2013en_US
dc.typeTexten_US
dc.rights.holderTian Wangen_US
dc.rights.holderWitsaroot Pariyaprasert
mods.genreArticleen_US
au.link.externalLink[Full Text] (http://utcc2.utcc.ac.th/utccijbe/_uploads/InProcess/201506/long%20run%20relationship%20between%20the%20value%20of%20Chinese%20Yuan%20and%20stock%20market%20return%20in%20five%20countries.pdf)


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