Uncertainty and Malaysian financial markets / Joel Raj Francis

• Main Author: Francis, Joel Raj
• Format: Article
• Language: English
• Published: Universiti Teknologi MARA, Negeri Sembilan 2023
• Subjects: Financial management. Business finance. Corporation finance
• Online Access: https://ir.uitm.edu.my/id/eprint/87605/1/87605.pdf; https://ir.uitm.edu.my/id/eprint/87605/

This study examines the long run cointegration relationship of two uncertainty indices namely the Global Economic Policy Uncertainty (GEPU) and Geopolitical Risk (GPR) on the returns of Malaysian stock and commodity market for the period from January 2000 to December 2022. The Malaysian stock market...