Dynamics of consumer expenditure and stock market prices and uncertainty: Malaysian evidence
The present paper analyzes the role of stock market, more specifically real stock prices and stock market uncertainty/volatility, on private consumption behavior for an emerging market, Malaysia, using quarterly data from 1991 to 2009. Employing the autoregressive distributed lag approach to cointeg...
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
World Scientific Publishing
2013
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| Acesso em linha: | http://psasir.upm.edu.my/id/eprint/28352/1/Dynamics%20of%20consumer%20expenditure%20and%20stock%20market%20prices%20and%20uncertainty%20Malaysian%20evidence.pdf |