Investigating Volatility Spillover between the Energy Market and the Sectoral Stock Markets in Malaysia: Evidence from VHAR-Type Models
Artículo
Acceso abierto
Artículo
DOAJ
This study examines the realised volatility spillover effects between Malaysia's energy market and other sectoral indices on the Kuala Lumpur Stock Exchange from September 2018 to December 2024. To address the limitation...
LCC TENDOlNvY2lhbCBTY2llbmNlcw~~Idioma eng
Acceso abiertoRuta libre sin proxy. Acceso recomendado cuando no hay suscripción activa.
Open Access