Volatility of FTSE Bursa Malaysia KLCI index and exchange rete around 2008 financial crisis

This study examines the volatility of FTSE Bursa Malayisa KLCI (FBM KLCI) index and the association with the exchange rate around the 2008 financial crisis, with a sample of 1242 observations. This study employs event study methodology. More specifically, it employs the time series trend graph to...

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Bibliographic Details
Main Author: Lim, Xin Yi
Format: Project Report
Language:English
English
Published: Universiti Malaysia Sarawak, (UNIMAS) 2015
Subjects:
Online Access:http://ir.unimas.my/12337/
http://ir.unimas.my/12337/1/Volatility%20of%20FTSE%20Bursa%20Malaysia%20KLCI%20index%20and%20exchange%20rate%20around%202008%20financial%20crisis%20%2824pgs%29.pdf
http://ir.unimas.my/12337/2/Volatility%20of%20FTSE%20Bursa%20Malaysia%20KLCI%20index%20and%20exchange%20rate%20around%202008%20financial%20crisis%20%28fulltext%29.pdf
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