Ke-Chyn Ng · Mui-Yin Chin ·International Journal of Economics and Management ·2021 ·JEL: F14, F31
This study examined the impact of exchange rate fluctuations on the level of international trade between Malaysia and China using 45 observations spanning from 2010 quarter 1 to 2021 quarter 1. The Generalized Autoregressive Conditional Het...
Umar Ndako · Afees A. Salisu · Muritala O. Ogunsiji ·Asian Economics Letters ·2021
In this paper, the predictive value of geopolitical risk (GPR) for the return volatility of Islamic stocks in Indonesia and Malaysia is examined. GPR data, whether global or country-specific, heighten the return volatility of Islamic stocks...
Jaratin Lily · Imbarine Bujang · Abdul Aziz Karia · Jaratin Lily · Mori Kogid ·Eurasian Business Review ·2017 ·JEL: F23; F31; G15
This paper investigates a tale of two measures, which are market portfolio returns and exchange rate movements. The two measures are important risk factors which affect firm share returns. This study also demonstrates that the orthogonalize...