The Impact of Macroeconomic Volatility on Bursa Malaysia Volatility

Yeap, Geok Peng (2009) The Impact of Macroeconomic Volatility on Bursa Malaysia Volatility. Masters thesis, USM.

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    Abstract

    Kajian ini dijalankan untuk mengkaji kesan volatiliti makroekonomi terhadap volatiliti Bursa Malaysia untuk data siri masa bulanan dari Januari 1990 ke Disember 2008. This study is undertaken with the objective to examine the behavior of Bursa Malaysia volatility with respect to macroeconomic volatility for time series data cover period from January 1990 to December 2008.

    Item Type: Thesis (Masters)
    Subjects: H Social Sciences > HF Commerce > HF5001-6182 Business
    Divisions: Pusat Pengajian Siswazah Perniagaan (Graduate School of Business)
    Depositing User: Mr Firdaus Mohamad
    Date Deposited: 06 Jun 2012 15:53
    Last Modified: 13 Jul 2013 18:05
    URI: http://eprints.usm.my/id/eprint/25512

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