Economics, Econometrics and Finance
4 years ago

Oil price volatility negatively impacts Malaysian stock market returns, study finds.

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Does oil price volatility affect the Malaysian stock market returns? evidence : 1980-2016 / Che Aira Nurshaitun Che Ku Ahmad
Che Ku Ahmad, Che Aira Nurshaitun

Paper Summary

The study looked at how oil price volatility affects the Malaysian stock market returns from 1980 to 2016. They used data on the Kuala Lumpur Composite Index and factors like oil price, money supply, interest rate, and exchange rate. The researchers found that money supply and interest rate have a significant impact on Malaysian stock market returns. Additionally, oil price and exchange rate were found to have a negative relationship with stock market returns. There were no issues with conflicting data between the factors studied.

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