Uncertainty and Malaysian financial markets / Joel Raj Francis

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...

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Bibliographic Details
Main Author: Francis, Joel Raj
Format: Article
Language:English
Published: Universiti Teknologi MARA, Negeri Sembilan 2023
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/87605/1/87605.pdf
https://ir.uitm.edu.my/id/eprint/87605/
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