The international transmission of volatility shocks on an emerging economy: the case of Malaysia
This study examines the effects of global economic policy uncertainty (EPU) on Malaysia’s macroeconomic indicators. Three substantive findings emerged from our inquiry based on a multivariate generalized autoregressive conditional heteroscedasticity (GARCH) model: (1) Domestic uncertainty- in nomi...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Persatuan Ekonomi Malaysia,Malaysian Economic Association
2019
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| Online Access: | http://psasir.upm.edu.my/id/eprint/82532/1/The%20international%20transmission%20of%20volatility%20shocks%20on%20an%20emerging%20economy%20the%20case%20of%20Malaysia.pdf http://psasir.upm.edu.my/id/eprint/82532/ |
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