Volatility Transmission and Risk Spillover Effects Between Oil and Stock Sector Markets in Malaysia : An Implication for Portfolio Management

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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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Bibliographic Details
Main Author:	Tan, Bee Ngor
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/37135/

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