The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis

Babaeian, Behzad (2011) The Impact Of Oil Prices On The Malaysian Stock Market : Linear And Nonlinear Analysis. Masters thesis, Multimedia University.

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Abstract

This study discussed on the relationship between oil price changes and stock market. This study also tried to find the relationship between the Brent oil prices and 10 sectors' indices in the Malaysian stock market. The usage of the EGARCH model was mainly because of its abilities to show the existence of the leverage effect.

Item Type: Thesis (Masters)
Subjects: H Social Sciences > HG Finance
Divisions: Faculty of Management (FOM) > MBA Programme
Depositing User: Users 1102 not found.
Date Deposited: 09 Nov 2012 05:46
Last Modified: 09 Nov 2012 05:46
URI: http://shdl.mmu.edu.my/id/eprint/3582

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