A new approach for istijrar valuation under stochastic volatility

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A new approach for istijrar valuation under stochastic volatility

By employing VECM, Indonesia denotes that monetary policy shock in the short term stimulates significant shocks in the long term, whereas Malaysia experienced a stability trend showed by soft movement in the short term. As for Sudan, by employing VAR since no cointegration, it has a similar patte...

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Bibliographic Details
Main Authors:	Bayram, Kamola, Ganikhodjaev, Nasir
Format:	Proceeding Paper
Language:	English English English
Published:	Islamic Business School, UUM, Kedah 2014
Subjects:	HG Finance
Online Access:	http://irep.iium.edu.my/39395/ http://irep.iium.edu.my/39395/1/ISBN_IBMC_2014.pdf http://irep.iium.edu.my/39395/2/Proceeding_Full_Paper_no.35-50_.pdf http://irep.iium.edu.my/39395/7/Nasir_paper_IBMC_2014.pdf

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