The impact of macroeconomic variables on the Indonesian stock market volatility: conventional vis-a-vis Islamic stock market

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The impact of macroeconomic variables on the Indonesian stock market volatility: conventional vis-a-vis Islamic stock market

This study aims to explore the impact of macroeconomic variables towards the volatility of conventional and Islamic stock market in Indonesia by using Vector Autoregression and Vector Error Correction Model. The macroeconomic variables employed in the study are money supply, interest rate, exchange...

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Bibliographic Details
Main Authors:	Surur, Miftaskhus, Abdul Razak, Dzuljastri, Abduh, Muhamad
Format:	Proceeding Paper
Language:	English
Published:	2012
Subjects:	BP173.75 Islam and economics HB131 Methodology.Mathematical economics. Quantitative methods HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/25592/ http://irep.iium.edu.my/25592/1/The_impact_of_macroeconomic_variables_on_the_Indonesian.pdf

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