Asymmetric volatility spillover between oil market, gold market and Malaysian stock market
This paper examines the asymmetric relationship between oil market volatility, gold market volatility and Malaysian stock market volatility. Monthly data of KLCI, OVX and GVZ which span over the period from January 2009 to December 2018 was obtained from Bloomberg Terminal. Most of the previous stud...
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| Main Authors: | , , , , |
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| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://eprints.utar.edu.my/4003/1/fyp_FN_2020_CTL_%2D_1605701.pdf http://eprints.utar.edu.my/4003/ |
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| Institution: | Universiti Tunku Abdul Rahman |