PolyU Library
Journal Call no.HD28.H64
AuthorCheung, Daniel Wai-wah.
Article TitleThe impact of money growth on stock returns and interest rates in Hong Kong : a vector co-integration approach / Daniel Wai-wah Cheung and Bill Wan-sing Hung.
Is Part OfHong Kong journal of business management ; v.10, 1992, p.57-68.
AbstractThe objective of this study is to examine the long-run equilibrium relationship among money growth, interest rates and the stock market index in Hong Kong by using the co-integration technique proposed by Johansen and Juselius.