The impact of macroeconomic volatility on the indonesian stock market volatility
This study examines the relationship between macroeconomic variables volatility (industrial production, exchange rate, inflation rate and money supply) and stock market volatility in Indonesia. Monthly data from January 1986 to December 2013 are employed in this study. Using GARCH (1, 1) and Granger...
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International Journal of Business and Technopreneurship, Universiti Malaysia Perlis
2014
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| Online Access: | http://www.myjurnal.my/public/article-view.php?id=105008 |