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

Billy S C Mak; Daniel Wai Wah Cheung

doi:10.1007/BF01732900

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 journal › Journal article › peer-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 language	English
Pages (from-to)	253-260
Number of pages	8
Journal	Asia Pacific Journal of Management
Volume	9
Issue number	2
DOIs	https://doi.org/10.1007/BF01732900
Publication status	Published - Oct 1992

Scopus Subject Areas

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

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10.1007/BF01732900

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title = "Causality tests of the United States weekly money supply and Asian-pacific stock markets",

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.",

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

Abstract

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