[PDF][PDF] Revisiting relationship between Malaysian stock market index and selected macroeconomic variables using asymmetric cointegration

MMK Asimetri - Jurnal Ekonomi Malaysia, 2018 - researchgate.net
This article re-examines the relationship of several macroeconomics variables with Malaysia
Stock Market Index, KLCI. The paper applies Johansen (1988) procedure and vector error …

[PDF][PDF] The Causal Direction of Equity Returns Volatility: Evidence From Selected Developed and Emerging Market's Economies.

S THINAGAR, N KHALID, ZA KARIM - International Journal of …, 2019 - ijem.upm.edu.my
This paper examines the causality directions of stock return volatility in selected developed
(United States, Canada, Hong Kong, United Kingdom, Japan, France and Germany) and …

[PDF][PDF] Volatility of Bitcoin in a European Context

E Sjöberg - 2019 - lup.lub.lu.se
In 2009, Bitcoin was introduced to the world. Today, ten years later, there are still gaps in the
research of how to model the cryptocurrency. In this thesis, the capacities of different …