Asymmetric volatility spillover between oil market, gold market and Malaysian stock market

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Asymmetric volatility spillover between oil market, gold market and Malaysian stock market

This paper examines the asymmetric relationship between oil market volatility, gold market volatility and Malaysian stock market volatility. Monthly data of KLCI, OVX and GVZ which span over the period from January 2009 to December 2018 was obtained from Bloomberg Terminal. Most of the previous stud...

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Bibliographic Details
Main Authors:	Choo, Then Leng, Lim, Jing Yi, Loh, Kean Woh, Sam, Jia Hao, Cheong, Shanny
Format:	Final Year Project / Dissertation / Thesis
Published:	2020
Subjects:	HG Finance
Online Access:	http://eprints.utar.edu.my/4003/ http://eprints.utar.edu.my/4003/1/fyp_FN_2020_CTL_%2D_1605701.pdf

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