Search Results - subject:"Conditional and realized volatility"

DYNAMICS OF CONSUMER EXPENDITURE AND STOCK MARKET PRICES AND UNCERTAINTY: MALAYSIAN EVIDENCE

IBRAHIM, MANSOR H.; LAW, SIONG HOOK - In: The Singapore Economic Review (SER) 58 (2013) 04, pp. 1350025-1

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...

Persistent link: https://www.econbiz.de/10011010893

Stock Market and Aggregate Investment Behavior in Malaysia: An Empirical Analysis

Ibrahim, Mansor; Ahmed, Abdullahi - In: Transition Studies Review 20 (2013) 2, pp. 265-284

The present paper analyzes the role of stock market, more specifically real stock prices and stock market uncertainty/volatility, on aggregate investment behavior for an emerging market, Malaysia. Employing the autoregressive distributed lags approach to cointegration test, the paper establishes...

Persistent link: https://www.econbiz.de/10010994577

Stock market and aggregate investment behavior in Malaysia : an empirical analysis

Ibrahim, Mansor Haji; Ahmed, Abdullahi Dahir - In: Transition studies review 20 (2013) 2, pp. 265-284

Persistent link: https://www.econbiz.de/10010192941

Dynamics of consumer expenditure and stock market prices and uncertainty : Malaysian evidence

Ibrahim, Mansor Haji; Law, Siong Hook - In: The Singapore economic review : journal of the Economic … 58 (2013) 4, pp. 1-17

Persistent link: https://www.econbiz.de/10010251798