The response of sectoral returns to macroeconomic shocks in the Malaysian stock market
Year of publication: |
2014
|
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Authors: | Law, Siong Hook ; Ibrahim, Mansor Haji |
Published in: |
Malaysian journal of economic studies. - Kuala Lumpur : [Verlag nicht ermittelbar], ISSN 1511-4554, ZDB-ID 1148789-6. - Vol. 51.2014, 2, p. 183-199
|
Subject: | Impulse response functions | macroeconomic shocks | sectoral returns | Schock | Shock | Kapitaleinkommen | Capital income | Malaysia | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Aktienmarkt | Stock market |
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