Examining asymmetric oil price exposure to assets return in Malaysia: a nonlinear ARDL approach
Oil is one of the most important commodities and its impact on the global economy is evident through many studies. This study is focused on examining the nine sectors of stock returns in Malaysia. The main objective is to investigate the asymmetric effects of oil price changes (oil price increases a...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2019
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| Online Access: | http://journalarticle.ukm.my/14136/1/jeko_53%283%29-3.pdf http://journalarticle.ukm.my/14136/ http://www.ukm.my/fep/jem/content/2019-3.html |
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