The Impact of Macroeconomic Volatility on Bursa Malaysia Volatility
Kajian ini dijalankan untuk mengkaji kesan volatiliti makroekonomi terhadap volatiliti Bursa Malaysia untuk data siri masa bulanan dari Januari 1990 ke Disember 2008. This study is undertaken with the objective to examine the behavior of Bursa Malaysia volatility with respect to macro...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://eprints.usm.my/25512/1/The_Impact_of_Macroeconomic_Volatility_on_Bursa_Malaysia_Volatility.pdf |
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| Summary: | Kajian ini dijalankan untuk mengkaji kesan volatiliti makroekonomi terhadap volatiliti Bursa Malaysia untuk data siri masa bulanan dari Januari 1990 ke Disember 2008.
This study is undertaken with the objective to examine the behavior of Bursa Malaysia volatility with respect to macroeconomic volatility for time series data cover period from January 1990 to December 2008. |
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