The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis
This study discussed on the relationship between oil price changes and stock market. This study also tried to find the relationship between the Brent oil prices and 10 sectors' indices in the Malaysian stock market. The usage of the EGARCH model was mainly because of its abilities to show the e...
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2011
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my-mmu-ep.35822012-11-09T05:46:17Z The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis 2011-12 Babaeian, Behzad HG Finance This study discussed on the relationship between oil price changes and stock market. This study also tried to find the relationship between the Brent oil prices and 10 sectors' indices in the Malaysian stock market. The usage of the EGARCH model was mainly because of its abilities to show the existence of the leverage effect. 2011-12 Thesis http://shdl.mmu.edu.my/3582/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters Multimedia University Faculty of Management |
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Multimedia University |
| collection |
MMU Institutional Repository |
| topic |
HG Finance |
| spellingShingle |
HG Finance Babaeian, Behzad The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis |
| description |
This study discussed on the relationship between oil price changes and stock market. This study also tried to find the relationship between the Brent oil prices and 10 sectors' indices in the Malaysian stock market. The usage of the EGARCH model was mainly because of its abilities to show the existence of the leverage effect. |
| format |
Thesis |
| qualification_level |
Master's degree |
| author |
Babaeian, Behzad |
| author_facet |
Babaeian, Behzad |
| author_sort |
Babaeian, Behzad |
| title |
The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis |
| title_short |
The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis |
| title_full |
The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis |
| title_fullStr |
The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis |
| title_full_unstemmed |
The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis |
| title_sort |
impact of oil prices on the malaysian stock market : linear and nonlinear analysis |
| granting_institution |
Multimedia University |
| granting_department |
Faculty of Management |
| publishDate |
2011 |
| _version_ |
1747829519640690688 |