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...
Saved in:
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
EXCHANGE RATE VOLATILITY AND STOCK MARKET DEVELOPMENT: AN EMPIRICAL EVIDENCE FROM NIGERIA
by: Ahmed Oluwatobi ADEKUNLE
Published: (2023-11-01) -
Impact of monetary methods of economic regulation on fair pricing of shares in the Russian stock market
by: M. V. Kulikov
Published: (2023-05-01) -
Stock volatility as an anomalous diffusion process
by: Rubén V. Arévalo, et al.
Published: (2024-12-01) -
Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil
by: Victor Bello Accioly, et al.
Published: (2016-01-01) -
The effect of the Covid pandemic on stock market volatility: Separating initial impact from time-to-recovery
by: Jin Zeng, et al.
Published: (2024-11-01)