Causality tests of the United States weekly money supply and Asian-pacific stock markets

Billy S C MAK, Daniel Wai Wah Cheung

Research output: Contribution to journalArticlepeer-review

Abstract

The causal relationship between the United States weekly money supply announcement and ten Asian-Pacific stock markets is investigated over the period 1980-1990. We find no direct causal relationship between the United States weekly M1 releases and the stock returns.

Original languageEnglish
Pages (from-to)253-260
Number of pages8
JournalAsia Pacific Journal of Management
Volume9
Issue number2
DOIs
Publication statusPublished - Oct 1992

Scopus Subject Areas

  • Business and International Management
  • Economics, Econometrics and Finance (miscellaneous)
  • Strategy and Management

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