Uncertainty and Malaysian financial markets / Joel Raj Francis

• Κύριος συγγραφέας: Francis, Joel Raj (Συγγραφέας)
• Μορφή: Βιβλίο
• Έκδοση: Universiti Teknologi MARA, Negeri Sembilan, 2023-10.
• Θέματα: Article; PeerReviewed
• Διαθέσιμο Online: Link Metadata

This study examines the long run cointegration relationship of two uncertainty indices namely the Global Economic Policy Uncertainty (GEPU) and Geopolitical Risk (GPR) on the returns of Malaysian stock and commodity market for the period from January 2000 to December 2022. The Malaysian stock market...