The dynamics of macroeconomics variables and the volatility of Indonesia stock markets: evidence from Islamic and conventional stock markets
This study aims to investigate the impact of the movement of macroeconomic variables upon the Indonesia stock markets, both Islamic and conventional stock markets, by using vector error correction model. The macroeconomic variables employed in the study are exchange rate, economic growth, and inflat...
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
International Association of Islamic Banks
2013
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| Assuntos: | |
| Acesso em linha: | http://irep.iium.edu.my/32261/1/JIBF-July-Sept_13.25-33.pdf |