A new approach for istijrar valuation under stochastic volatility
By employing VECM, Indonesia denotes that monetary policy shock in the short term stimulates significant shocks in the long term, whereas Malaysia experienced a stability trend showed by soft movement in the short term. As for Sudan, by employing VAR since no cointegration, it has a similar patte...
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| Main Authors: | , |
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| Format: | Proceeding Paper |
| Language: | en en en |
| Published: |
Islamic Business School, UUM, Kedah
2014
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/39395/1/ISBN_IBMC_2014.pdf http://irep.iium.edu.my/39395/2/Proceeding_Full_Paper_no.35-50_.pdf http://irep.iium.edu.my/39395/7/Nasir_paper_IBMC_2014.pdf http://irep.iium.edu.my/39395/ |
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