Macroeconomic Determinants Of Stock
Market Volatility: An Empirical Study Of
Malaysia And Indonesia

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Macroeconomic Determinants Of Stock Market Volatility: An Empirical Study Of Malaysia And Indonesia

The present study examines the relationship between stock market volatility and the volatility of macroeconomic variables in Malaysia and Indonesia. The relationship is examined through the analysis of the monthly data concerning stock indices and macroeconomic variables in Malaysia and Indonesia...

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Bibliographic Details
Main Authors:	Nikmanesh, Lida, Mohd Nor, Abu Hassan Shaari
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2016
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/36668/ http://eprints.usm.my/36668/1/aamj21012016_8.pdf

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