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Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach

This article examines the impacts of the geopolitical risk, global economic policy uncertainty, and oil price shocks on stock prices in Malaysia using factor augmented SVAR approach. The findings show that while geopolitical risk has no significant direct impacts on the overall stock market, its ind...

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書誌詳細
主要な著者: Mohammad Enamul Hoque, Low Soo Wah, Mohd Azlan Shah Zaidi
フォーマット: Artigo
言語:Inglês
出版事項: Taylor & Francis Group 2019-01-01
シリーズ:Ekonomska Istraživanja
主題:
オンライン・アクセス:http://dx.doi.org/10.1080/1331677X.2019.1675078
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