The international transmission of volatility shocks on an emerging economy: the case of Malaysia

The international transmission of volatility shocks on an emerging economy: the case of Malaysia

This study examines the effects of global economic policy uncertainty (EPU) on Malaysia’s macroeconomic indicators. Three substantive findings emerged from our inquiry based on a multivariate generalized autoregressive conditional heteroscedasticity (GARCH) model: (1) Domestic uncertainty- in nomi...

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Bibliographic Details
Main Authors: Shah, Said Zamin, Baharumshah, Ahmad Zubaidi, Said, Rusmawati, Murdipi, Rafiqa
Format: Article
Language:English
Published: Persatuan Ekonomi Malaysia,Malaysian Economic Association 2019
Online Access:http://psasir.upm.edu.my/id/eprint/82532/
http://psasir.upm.edu.my/id/eprint/82532/1/The%20international%20transmission%20of%20volatility%20shocks%20on%20an%20emerging%20economy%20the%20case%20of%20Malaysia.pdf

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