Keberkesanan dasar kadar pertukaran tetap: analisis VaR ke atas pasaran saham di BSKL

Keberkesanan dasar kadar pertukaran tetap: analisis VaR ke atas pasaran saham di BSKL

Tujuan utama kajian ini ialah untuk mengkaji kesan dasar kadar pertukaran tetap ke atas prestasi pasaran saham terpilih di BSKL. Model EGARCH digunakan untuk mendapatkan nilai-nilai ramalan kemeruapan dan. seterusnya mengira 'Value at Risk' (VaR). Berdasarkan VaR didapati bahawa indeks per...

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Bibliographic Details
Main Authors:	Abu Hassan Shaari Mohd Nor, Andry Faizal
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2004
Online Access:	http://journalarticle.ukm.my/8064/1/1246-2399-1-SM.pdf

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