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

Access to Document

10.1007/BF01732900

Cite this

@article{66eddb523b124bbd8fd1beb47998bda6,

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.",

author = "Mak, {Billy S C} and Cheung, {Daniel Wai Wah}",

year = "1992",

month = oct,

doi = "10.1007/BF01732900",

language = "English",

volume = "9",

pages = "253--260",

journal = "Asia Pacific Journal of Management",

issn = "0217-4561",

publisher = "Springer New York",

number = "2",

}

TY - JOUR

T1 - Causality tests of the United States weekly money supply and Asian-pacific stock markets

AU - Mak, Billy S C

AU - Cheung, Daniel Wai Wah

PY - 1992/10

Y1 - 1992/10

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=34249835120&partnerID=8YFLogxK

U2 - 10.1007/BF01732900

DO - 10.1007/BF01732900

M3 - Journal article

AN - SCOPUS:34249835120

SN - 0217-4561

VL - 9

SP - 253

EP - 260

JO - Asia Pacific Journal of Management

JF - Asia Pacific Journal of Management

IS - 2

ER -

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

Abstract

Access to Document

Other files and links

Fingerprint

Cite this