Does firm-level equity return respond to domestic and international monetary policy shocks? a panel data study of Malaysia.
This paper examines the effect of domestic and international monetary policy shocks upon malaysian firm level equiry returns in a dynamic panel data framework. The determinant of firm-level equiry return has been estimed using augmented Fama and French (1992,1996)multifactor model. The results of th...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2011
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| Online Access: | http://journalarticle.ukm.my/4736/ http://www.ukm.my/penerbit/jem.htm |
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