The miracles impact of inflation rates on stock market returns volatility evidence from Asia: Developing countries Vs Developed countries / Aripuddin Bin Ambo

• Main Author: Ambo, Aripuddin
• Format: Student Project
• Language: English
• Published: Perpustakaan Tun Abdul Razak UiTM Caw Sabah 2012
• Subjects: Investment, capital formation, speculation; Foreign investments. Country risk; Stockbrokers. Security dealers. Investment advisers. Online stockbrokers; Stock price indexes. Stock quotations
• Online Access: http://ir.uitm.edu.my/id/eprint/26916/1/PP_ARIPUDDIN%20BIN%20AMBO%20BM%20S%2012_5.pdf; http://ir.uitm.edu.my/id/eprint/26916/

This paper aims to examine the relationship between inflation and the stock market return volatility. In financial market, the condition of stock market return volatility is the major concern among investors as it brings the investment risk. In this study, we use Generalized Autoregressive Condition...