UNCERTAINTY AND MALAYSIAN FINANCIAL MARKETS

UNCERTAINTY AND MALAYSIAN FINANCIAL MARKETS

This study examines the long run cointegration relationship of two uncertainty indices namely the Global Economic Policy Uncertainty (GEPU) and Geopolitical Risk (GPR) on the returns of Malaysian stock and commodity market for the period from January 2000 to December 2022. The Malaysian stock mar...

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Bibliographic Details
Main Author: Joel Raj Francis
Format: Article
Language:English
Published: Universiti Teknologi MARA, Negeri Sembilan 2023-10-01
Series:Journal of Academia
Subjects:
uncertainty
stock
commodity
ardl
malaysia
Online Access:https://myjms.mohe.gov.my/index.php/joa/article/view/23897

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