Volatility Transmission and Risk Spillover Effects Between Oil and Stock Sector Markets in Malaysia : An Implication for Portfolio Management
This paper examines the volatility and risk spillover effects between oil and stock sector markets in Malaysia and also analyzes the dynamics interrelationship of oil and stock returns for the implications of portfolio management. As different from previous studies, this paper investigates total ele...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/37135/ |