Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia : factor augmented VAR approach
Mohammad Enamul Hoque, Low Soo Wah and Mohd Azlan Shah Zaidi
Year of publication: |
2019
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Authors: | Mohammad Enamul Hoque ; Low, Soo Wah ; Mohd Azlan Shah Zaidi |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,4, p. 3700-3732
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Subject: | emerging stock market | FAVAR | Geo-political risk | global economic policy uncertainty | oil price shocks | sectoral stock price | Ölpreis | Oil price | Börsenkurs | Share price | Malaysia | Welt | World | Risiko | Risk | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | Geopolitik | Geopolitics | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market |
Saved in:
Online Resource