Open AccessThe International Transmission of Volatility Shocks on an Emerging Economy: The Case of Malaysia
Author(s) -
Said Zamin Shah,
Ahmad Zubaidi Baharumshah,
Rusmawati Said,
Rafiqa Murdipi
Publication year - 2019
Publication title -
malaysian journal of economic studies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.173
H-Index - 11
ISSN - 1511-4554
DOI - 10.22452/mjes.vol56no2.4
Subject(s) - autoregressive conditional heteroskedasticity , economics , heteroscedasticity , volatility (finance) , inflation (cosmology) , econometrics , vector autoregression , macroeconomics , real economy , emerging markets , autoregressive model , monetary economics , physics , theoretical physics