Impact of monetary policy on the stock market volatility: a GARCH-MIDAS approach in Malaysian economy

The volatility in the stock market plays an integral role in determining investment decisions. In emerging economies like Malaysia, this volatility in the stock market is determined by a number of monetary and fiscal factors. Monetary Policy, Money Supply, Inflation and Economic Growth all play a su...

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Bibliographic Details
Main Author: Jingyang Zuo
Format: Article
Language:English
Published: Taylor & Francis Group 2025-12-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2025.2459183
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