Causal relationship between the volatility of stock market and selected macroeconomic variables: case of Malaysia
This study examines the dynamic relationship between the volatility of stock market and macroeconomics’ volatility in Malaysia during the period of February 1991 to February 2013. For this purpose, monthly data on the KLCI stock index and a set of macroeconomic variables are used. Firstly, in orde...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2014
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| Online Access: | http://journalarticle.ukm.my/8412/ http://journalarticle.ukm.my/8412/ http://journalarticle.ukm.my/8412/1/jeko_48%281%29-12.pdf |