The effects of crude oil price volatility, stock price, exchange rate and interest rate on Malaysia’s economic growth

• Main Authors: Rahim, Farah, Hamid, Zarinah
• Format: Conference or Workshop Item
• Language: English; English
• Published: Springer 2020
• Subjects: HB Economic Theory; HB131 Methodology.Mathematical economics. Quantitative methods; HB3711 Business cycles. Economic fluctuations; HG Finance; HG4001 Financial management. Business finance. Corporation finance.
• Online Access: http://irep.iium.edu.my/80144/1/80144_The%20Effects%20of%20Crude%20Oil%20Price%20Volatility.pdf; http://irep.iium.edu.my/80144/2/80144_The%20Effects%20of%20Crude%20Oil%20Price%20Volatility_Cover.pdf; http://irep.iium.edu.my/80144/; https://link.springer.com/chapter/10.1007/978-3-030-38253-7_48; https://doi.org/10.1007/978-3-030-38253-7_48

This study examines the effects and relationships between Malaysia’s economic growth and selected variables which are oil price volatility, stock price, real exchange rate and real interest rate. Using time-series data methodology, the study employs unit root test using Augmented Dickey–Fuller (ADF...