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Shock and volatility transmission between oil prices and stock returns: case of oil-importing and oil-exporting countries / Nurul Nazurah Atu

This study employs BEKK-GARCH and VAR-GARCH models to examine shock and volatility transmission between oil prices and stock return in oil-importing and oilexporting countries, include the United States, China, Saudi Arabia, Malaysia and the Brent oil market. The data series uses daily, weekly and m...

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書誌詳細
第一著者:	Atu, Nurul Nazurah
フォーマット:	学位論文
言語:	English
出版事項:	2018
オンライン･アクセス:	https://ir.uitm.edu.my/id/eprint/84269/1/84269.pdf https://ir.uitm.edu.my/id/eprint/84269/
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