An analysis of co-movement in equity sector indices

This study examines the co-movement among equity sector returns of the Malaysian capital market. The relationship is investigated using Correlation-based on Ordinary Least Square (OLS) and Multivariate-GARCH Dynamic Conditional Correlation (DCC) to examines the volatilities and correlations of secto...

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Bibliographic Details

Main Authors:	Aminah Shari, Fauziah Mahat
Format:	Article
Language:	en
Published:	Human Resource Management Academic Research Society (HRMARS) 2021
Subjects:	HB3711-3840 Business cycles. Economic fluctuations HG4501-6051 Investment, capital formation, speculation
Online Access:	https://eprints.ums.edu.my/id/eprint/31858/1/FULL%20TEXT.pdf https://eprints.ums.edu.my/id/eprint/31858/ http://dx.doi.org/10.6007/IJARBSS/v11-i9/11059
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