The international transmission of volatility shocks on an emerging economy: the case of Malaysia
This study examines the effects of global economic policy uncertainty (EPU) on Malaysia’s macroeconomic indicators. Three substantive findings emerged from our inquiry based on a multivariate generalized autoregressive conditional heteroscedasticity (GARCH) model: (1) Domestic uncertainty – in nomi...
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Main Authors: | Murdipi, Rafiqa, Shah, Said Zamin, Baharumshah, Ahmad Zubaidi, Said, Rusmawati |
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Format: | Article |
Language: | English English |
Published: |
Malaysian Economic Association
2019
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Subjects: | |
Online Access: | http://irep.iium.edu.my/87403/1/The%20International%20Transmission%20of%20Volatility%20Shocks%20on%20an%20Emerging%20Economy%2C%20The%20Case%20of%20Malaysia.pdf http://irep.iium.edu.my/87403/7/87403_The%20international%20transmission%20of%20volatility%20shocks_SCOPUS.pdf http://irep.iium.edu.my/87403/ https://mjes.um.edu.my/article/view/20878 https://doi.org/10.22452/MJES.vol56no2.4 |
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