Macroeconomic volatility on stock prices volatility during global financial crisis in Malaysia

This study examines the impact of macroeconomic volatility on the stock market volatility in Malaysia before and after the Global Financial Crisis (GFC). We attempt to examine the impact of GFC on the relationship between the volatility of macroeconomic and Malaysian stock market volatility. We find...

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Bibliographic Details
Main Author: Nik Zainun
Other Authors: Geok, Peng Yeap
Format: Journal
Published: Labuan Bulletin of International Business & Finance, Universiti Malaysia Sabah 2016
Subjects:
Online Access:http://www.myjurnal.my/public/article-view.php?id=103606