Results 131 to 140 of about 1,641 (174)

Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic

open access: yesResources Policy, 2021
This study explores potential non-linear and asymmetric interdependencies between oil price shocks and leading cryptocurrency returns. In addition, this research splits changes in crude oil prices into three relevant components: risk, demand, and supply shocks.
FRANCISCO Jareño   +2 more
exaly   +4 more sources

Bitcoin and gold price returns: A quantile regression and NARDL analysis

Resources Policy, 2020
This research analyses the sensitivity of Bitcoin returns to changes in gold price returns and some other international risk factors such as US stock market returns, interest rates, crude oil prices, the volatility index of the American stock market (VIX) and the Saint Louis financial stress index (STLFSI).
FRANCISCO Jareño   +2 more
exaly   +2 more sources

Terrorism–Tourism–Economic Growth Nexus in India: An NARDL Evidence

FIIB Business Review, 2020
Some of the major tourist destinations in India are also reeling under terror. This study examines the causal relationship between terrorism and tourism and economy impact in the Indian states of Jammu and Kashmir, Assam and Manipur using the asymmetric nonlinear autoregressive-distributed lag (NARDL) approach.
null Santhosh Kumar P. K.   +1 more
openaire   +1 more source

Nexus among CO2 emissions, remittances, and financial development: a NARDL approach for India

Environmental Science and Pollution Research, 2020
The nexus of remittances and CO2 emission is very important and gathers a significant place in empirical research. This paper tries to find out the asymmetric relationship between carbon emissions, remittances, and financial development in India for the period 1980-2014.
Yadawananda Neog, Anup Kumar Yadava
openaire   +2 more sources

Determinants of Indian Fiscal Deficit in NARDL Model

Journal of Economics & Management Research
In this paper the author showed the trends of fiscal deficit and examined the short run and the long run nexus between fiscal deficit and gross domestic product per capita ...
openaire   +1 more source

A Monte Carlo Simulation Analysis of the NARDL Method with Regard to Cryptocurrencies

2023
One of the nonlinear techniques utilized in the analysis of economic and financial variables is the nonlinear autoregressive distributed lag (NARDL) method. This study primarily focuses on the NARDL approach, which offers the chance to assess the asymmetric relationships between cryptocurrencies and economic and financial variables.
AÇA, Abdülsamet   +1 more
openaire   +1 more source

OIL PRICE FLUCTUATIONS AND MACROECONOMIC INDICATORS: AN ARDL AND NARDL APPROACH

Revista O Universo Observável
This study investigates the effects of oil price fluctuations on Nigeria’s macroeconomic indicators from 2015 to 2023, focusing on inflation and economic growth. Utilizing Autoregressive Distributed Lag (ARDL) and Nonlinear ARDL (NARDL) models, we analyze the short-term and long-term impacts of variables such as Premium Motor Spirit (PMS) prices ...
Yahaya Kabiru   +3 more
openaire   +1 more source

Is Kenya’s public debt sustainable? An NARDL approach

Eastern Africa Journal of Contemporary Research
The macroeconomic and financial health of an economy depends on the sustainability of its debt. It speaks to the government's capacity to fulfill its present and upcoming financial commitments. The Debt Sustainability Threshold is used as a warning when a nation has reached a risky level of debt and should implement fiscal and monetary policies to ...
Ombwori, Kongo Yabesh   +3 more
openaire   +1 more source

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