Dynamics of consumer expenditure and stock market prices and uncertainty: Malaysian evidence

The present paper analyzes the role of stock market, more specifically real stock prices and stock market uncertainty/volatility, on private consumption behavior for an emerging market, Malaysia, using quarterly data from 1991 to 2009. Employing the autoregressive distributed lag approach to cointeg...

Full description

Saved in:
Bibliographic Details
Main Authors: Ibrahim, Mansor, Law, Siong Hook
Format: Article
Language:English
Published: World Scientific Publishing 2013
Online Access:http://psasir.upm.edu.my/id/eprint/28352/1/Dynamics%20of%20consumer%20expenditure%20and%20stock%20market%20prices%20and%20uncertainty%20Malaysian%20evidence.pdf
http://psasir.upm.edu.my/id/eprint/28352/
http://www.worldscientific.com/doi/abs/10.1142/S0217590813500252
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items