Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Rajesh Mohnot, Arindam Banerjee, Hanane Ballaj and Tapan Sarker
| Year of publication: |
2024
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|---|---|
| Authors: | Mohnot, Rajesh ; Banerjee, Arindam ; Ballaj, Hanane ; Sarker, Tapan |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 25.2024, 1, p. 19-34
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| Subject: | Cointegration | Dynamic relationship | Exchange rate | Inflation | IRF | Macroeconomic variables | Malaysia | Money supply | Producer price index | Stock market | VAR | Kointegration | VAR-Modell | VAR model | Wirtschaftsindikator | Economic indicator | Wechselkurs | Geldmenge | Aktienmarkt | Kausalanalyse | Causality analysis | Aktienindex | Stock index | Schätzung | Estimation | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-09-2023-0216 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014504672