Browsing Conference Papers by Author "Chin, Wen Cheong"
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Cross-markets risk management analysis in the emerging Malaysian sectoral markets
Chin, Wen Cheong (Universiti Malaysia Perlis (UniMAP)Institut Matematik Kejuruteraan, 2010-06-02)This study examines the transmission of price changes and volatility among the Malaysian economic barometer (FTSE Bursa Malaysia Kuala Lumpur Composite Index-FBMKLCI) and four sectoral markets after the Asian ...