Causal relationship between the volatility of stock market and selected macroeconomic variables: case of Malaysia
This study examines the dynamic relationship between the volatility of stock market and macroeconomics’ volatility in Malaysia during the period of February 1991 to February 2013. For this purpose, monthly data on the KLCI stock index and a set of macroeconomic variables are used. Firstly, in orde...
Saved in:
Main Authors: | Lida Nikmanesh,, Abu Hassan Shaari Md Nor,, Tamat Sarmidi,, Hawati Janor, |
---|---|
Format: | Article |
Language: | English |
Published: |
Penerbit Universiti Kebangsaan Malaysia
2014
|
Online Access: | http://journalarticle.ukm.my/8412/1/jeko_48%281%29-12.pdf http://journalarticle.ukm.my/8412/ http://www.ukm.my/fep/jem/index.html |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Return and volatility spillovers between the US, Japanese and Malaysian stock markets
by: Lida Nikmanesh,, et al.
Published: (2014) -
Macroeconomic Determinants Of Stock
Market Volatility: An Empirical Study Of
Malaysia And Indonesia
by: Nikmanesh, Lida, et al.
Published: (2016) -
Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013) -
RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES VOLATILITY AND STOCK MARKET VOLATILITY IN INDONESIA
by: LOKE, PHUI SEA
Published: (2014) -
Causal relationship between stock market returns and macroeconomic variables in Nigeria
by: Ali, Umar Ahmad, et al.
Published: (2015)