The dynamics of macroeconomics variables and the volatility of Indonesia stock markets: evidence from Islamic and conventional stock markets

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The dynamics of macroeconomics variables and the volatility of Indonesia stock markets: evidence from Islamic and conventional stock markets

This study aims to investigate the impact of the movement of macroeconomic variables upon the Indonesia stock markets, both Islamic and conventional stock markets, by using vector error correction model. The macroeconomic variables employed in the study are exchange rate, economic growth, and inflat...

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Bibliographic Details
Main Authors:	Abduh, Muhamad, Surur, Miftaskhus
Format:	Article
Language:	English
Published:	International Association of Islamic Banks 2013
Subjects:	BP173.75 Islam and economics HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/32261/ http://irep.iium.edu.my/32261/1/JIBF-July-Sept_13.25-33.pdf

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