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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Main Authors: | Saizal Pinjaman, Sarma Aralas |
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Format: | Article |
Language: | English English |
Published: |
Zes Rokman Resources
2015
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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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