The dynamic stock returns volatility and macroeconomic factors in Malaysia: A sectoral study

This paper analyzes the impact of selected macroeconomic factors, namely Gross Domestic Product, exchange rate, interest rate, inflation rate, money supply, economic crisis and economic liberalization towards stock returns volatility of four economic sectors in Malaysia. In this paper, the dynamic s...

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Bibliographic Details
Main Authors: Saizal Pinjaman, Sarma Aralas
Format: Article
Language:English
English
Published: Zes Rokman Resources 2015
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/33861/1/The%20dynamic%20stock%20returns%20volatility%20and%20macroeconomic%20factors%20in%20Malaysia_%20A%20sectoral%20study.pdf
https://eprints.ums.edu.my/id/eprint/33861/2/The%20dynamic%20stock%20returns%20volatility%20and%20macroeconomic%20factors%20in%20Malaysia_%20A%20sectoral%20study%20_ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/33861/
http://seajbel.com/wp-content/uploads/2016/01/Econ-23.pdf
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