Business, Management and Accounting
4 years ago

Short-term interest rate found to lead Malaysian stock market fluctuations.

MPRA Paper
Causality between Stock Market Index and Macroeconomic Variables: A Case Study for Malaysia
Ahmad Monir Abdullah, Buerhan Saiti, Mansur Masih

Paper Summary

The study looked at how the stock market in Malaysia is connected to things like interest rates and inflation. They used different methods to analyze the data from 1996 to 2013. The results show that changes in short-term interest rates can predict changes in the stock market. This means that policymakers could focus on adjusting interest rates to help control the economy.

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