Does firm-level equity return respond to domestic and international monetary policy shocks? a panel data study of Malaysia.

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Does firm-level equity return respond to domestic and international monetary policy shocks? a panel data study of Malaysia.

This paper examines the effect of domestic and international monetary policy shocks upon malaysian firm level equiry returns in a dynamic panel data framework. The determinant of firm-level equiry return has been estimed using augmented Fama and French (1992,1996)multifactor model. The results of th...

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Bibliographic Details
Main Authors:	Zulkefly Abdul Karim, Mohd.Azlan Shah Zaidi, Bakri Abdul Karim
Format:	Article
Published:	Penerbit Universiti Kebangsaan Malaysia 2011
Online Access:	http://journalarticle.ukm.my/4736/

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