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Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis
Gallagher, Liam; Twomey, Cian E. - In: The economic and social review 29 (1998) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10001538421
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Impacts of global-economic-policy uncertainty on emerging stock market : evidence from linear and non-linear models
Mohammad Enamul Hoque; Mohd Azlan Shah Zaidi - In: Prague economic papers : a bimonthly journal of … 29 (2020) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10012593365
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The impact of volatility shifts on market efficiency : the case of four emerging Southeast Asian stock markets
Tan, Hui Boon; Wong, Mei-Foong; Elshareif, Elgilani Eltahir - In: Global business & economics review 17 (2015) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10011337092
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An examination of the Asian crisis : regime shifts in currency and equity markets
Kallberg, Jarl G.; Liu, Crocker H.; Pasquariello, Paolo - In: The journal of business : B 78 (2005) 1, pp. 169-211
Persistent link: https://www.econbiz.de/10002827622
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Stock market and aggregate investment behavior in Malaysia : an empirical analysis
Ibrahim, Mansor Haji; Ahmed, Abdullahi Dahir - In: Transition studies review 20 (2013) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10010192941
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Volatility integration of global stock markets with the Malaysian stock market : a multivariate GARCH approach
Qian, Peh Ying; Diaz, John Francis - In: Malaysian journal of economic studies 54 (2017) 1, pp. 83-117
Persistent link: https://www.econbiz.de/10011825756
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Information spillover between crude oil and stock markets : evidence from subsidy cut for RON95 fuel price in Malaysia
You-How, Go; Lai-Kwan, Chin; Yoke-Chin, Kuah; Chooi-Yi, Wei - In: Global business review 19 (2018) 4, pp. 889-901
Persistent link: https://www.econbiz.de/10011915055
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Risk, return, and liquidity during Ramadan : evidence from Indonesian and Malaysian stock markets
Lai, Ya-Wen; Windawati, Atif - In: Research in international business and finance 42 (2017), pp. 233-241
Persistent link: https://www.econbiz.de/10011750220
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Oil price shocks and stock returns nexus for Malaysia : fresh evidence from nonlinear ARDL test
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Energy reports 4 (2018), pp. 624-637
In this research, we examined whether appreciation and depreciation in oil price, interest rate, exchange rate, industrial production, and inflation have the same effects on the stock market returns by using nonlinear autoregressive distributed lag (nonlinear ARDL). All nine economic sectors and...
Persistent link: https://www.econbiz.de/10011959478
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Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices : empirical evidence from Malaysia
Mohnot, Rajesh; Banerjee, Arindam; Ballaj, Hanane; … - In: The journal of risk finance : JRF 25 (2024) 1, pp. 19-34
Persistent link: https://www.econbiz.de/10014504672