The Long Run Relationship between the Value of Chinese Yuan and Stock Market Return in Five Countries of the Association of Southeast Asian Nations From 2005-2013

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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)
dc.contributor.author Tian Wang
dc.contributor.author Witsaroot Pariyaprasert
dc.date.accessioned 2018-05-30T02:31:13Z
dc.date.available 2018-05-30T02:31:13Z
dc.date.issued 2015
dc.description.abstract The 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.extent 16 pages en_US
dc.format.mimetype application/pdf en_US
dc.identifier.citation UTCC International Journal of Business and Economics, Vol 7, No.2, December 2015, page 161 - 176 en_US
dc.identifier.uri https://repository.au.edu/handle/6623004553/20906
dc.language.iso eng en_US
dc.rights.holder Tian Wang en_US
dc.rights.holder Witsaroot Pariyaprasert
dc.subject China
dc.subject Indonesia
dc.subject Malaysia
dc.subject Philippines
dc.subject Singapore
dc.subject Thailand
dc.subject Stock market index
dc.subject Trading volume
dc.subject Exchange rates
dc.subject Granger causality
dc.title The Long Run Relationship between the Value of Chinese Yuan and Stock Market Return in Five Countries of the Association of Southeast Asian Nations From 2005-2013 en_US
dc.type Text en_US
mods.genre Article en_US
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