Examining asymmetric oil price exposure to assets return in Malaysia: a nonlinear ARDL approach

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Examining asymmetric oil price exposure to assets return in Malaysia: a nonlinear ARDL approach

Oil is one of the most important commodities and its impact on the global economy is evident through many studies. This study is focused on examining the nine sectors of stock returns in Malaysia. The main objective is to investigate the asymmetric effects of oil price changes (oil price increases a...

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Bibliographic Details
Main Authors:	Chiew, Eng Woo, Sek, Siok Kun
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:	http://journalarticle.ukm.my/14136/ http://journalarticle.ukm.my/14136/1/jeko_53%283%29-3.pdf

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