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Keywords: Price index
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Journal Articles
Connectedness analysis of price return index among Malaysian economic sectors
Available to Purchase
International Journal of Islamic and Middle Eastern Finance and Management (2023) 16 (4): 856–872.
Published: 28 February 2023
... data of sectoral price index from 10 May 2005 to 24 February 2021. The study uses Bayesian time-varying parameter vector autoregressive. Findings The degree of price return index spillovers varies over time, reaching unprecedented heights during the COVID-19 pandemic in 2020. The industrial...
