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Asymmetric Adjustment of the Malaysian Stock Price-Inflation Nexus: An Empirical Analysis

Table 6: OLS and Engle–Granger (EG) cointegration tests

Panel A: OLS
FIN
Coeff t-stat  
Constant -424.9423 -12.2000 ***
CPI 9.8614 27.6708 ***
Panel B: Engle–Granger (EG) cointegration test
ADF (tau-stat) -3.6099 ***  
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