Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices: empirical evidence from Malaysia
Article
| Article Title | Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices: empirical evidence from Malaysia |
|---|---|
| ERA Journal ID | 19622 |
| Article Category | Article |
| Authors | Mohnot, Rajesh, Banerjee, Arindam, Ballaj, Hanane and Sarker, Tapan |
| Journal Title | The Journal of Risk Finance |
| Journal Citation | 25 (1) |
| Number of Pages | 16 |
| Year | 2024 |
| Publisher | Emerald |
| Place of Publication | United Kingdom |
| ISSN | 1526-5943 |
| 2331-2947 | |
| Digital Object Identifier (DOI) | https://doi.org/10.1108/JRF-09-2023-0216 |
| Web Address (URL) | https://www.emerald.com/insight/content/doi/10.1108/JRF-09-2023-0216/full/html |
| Abstract | Purpose Design/methodology/approach Findings Research limitations/implications Practical implications Originality/value |
| Keywords | Macroeconomic variables; VAR; Cointegration; IRF; Dynamic relationship; Malaysia; Stock market; Inflation; Exchange rate; Producer price index; Money supply |
| Contains Sensitive Content | Does not contain sensitive content |
| ANZSRC Field of Research 2020 | 350299. Banking, finance and investment not elsewhere classified |
| Public Notes | Files associated with this item cannot be displayed due to copyright restrictions. |
| Byline Affiliations | Ajman University, United Arab Emirates |
| S P Jain School of Global Management, Australia | |
| University of Southern Queensland |
https://research.usq.edu.au/item/z2z9v/re-examining-asymmetric-dynamics-in-the-relationship-between-macroeconomic-variables-and-stock-market-indices-empirical-evidence-from-malaysia
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