Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia : factor augmented VAR approach
Mohammad Enamul Hoque, Low Soo Wah and Mohd Azlan Shah Zaidi
| Year of publication: |
2019
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|---|---|
| Authors: | Mohammad Enamul Hoque ; Low, Soo Wah ; Mohd Azlan Shah Zaidi |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,4, p. 3700-3732
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| Subject: | emerging stock market | FAVAR | Geo-political risk | global economic policy uncertainty | oil price shocks | sectoral stock price | Ölpreis | Oil price | Börsenkurs | Share price | Welt | World | VAR-Modell | VAR model | Risiko | Risk | Malaysia | Aktienmarkt | Stock market | Geopolitik | Geopolitics | Schock | Shock | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Wirkungsanalyse | Impact assessment | Internationale Wirtschaftspolitik | International economic policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1675078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012405707