The dynamics of bonds, commodities and bitcoin based on NARDL approach
The Quarterly Review of Economics and FinanceAsset market dynamic interconnectedness poses significant challenges to investors, fund managers, and policymakers, particularly in periods of prolonged uncertainty and economic crisis.
Rashid, M. +3 more
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A nonlinear autoregressive distributed lag (NARDL) analysis of the FTSE and S&P500 indexes [PDF]
Risks, 2021 The paper features an examination of the link between the behaviour of the FTSE 100 and S&P500 Indexes in both an autoregressive distributed lag ARDL, plus a nonlinear autoregressive distributed lag NARDL framework.
Allen, David E. +4 more
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The Effects of Macroeconomic Variables on the BIST 100 Index: ARDL and NARDL Approaches
International Journal of Public FinanceThe objective of this research is to analyze the signal, magnitude, and significance of both symmetric and asymmetric effects of interest rate, taxes, exchange rate, oil price, and gold price on the Turkish stock market (BIST100).
Mohammed Algoni, Mehmet İvrendi
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A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis on the Determinants of Vietnam’s Stock Market [PDF]
, 2018 This study examines the impacts of some macroeconomic factors, including exchange rate, interest rate, money supply and inflation, on a major stock index of Vietnam (VNIndex) by utilizing monthly data from April, 2001 to October, 2017 and employing Non ...
Le Hoang Phong +5 more
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ENFLASYONUN STOKASTİK BELİRLEYİCİLERİ: TÜRKİYE EKONOMİSİ İÇİN BİR NARDL YAKLAŞIMI
JOURNAL OF LIFE ECONOMICS, 2018 In the economic literature, there is no consensus on the direction of the relationship between interest and inflation in the context of economic policies.
AYDIN, Bayram +3 more
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NARDL estimation results for the effects of the US SKEW on stock market returns and volatility.
, 2023 NARDL estimation results for the effects of the US SKEW on stock market returns and volatility.
Minh Phuoc-Bao Tran +3 more
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NARDL estimation results for the effect of the US EPU on stock market return and volatility.
, 2023 NARDL estimation results for the effect of the US EPU on stock market return and volatility.
Duc Hong Vo (10515374) +1 more
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The Effect of Monetary Policy Uncertainty on Stock Market Uncertainty with NARDL Approach
SSRN Electronic JournalThe aim of this paper was to investigated the effect of monetary policy uncertainty on stock market uncertainty in Iran. In this paper, the positive and negative shocks of monetary policy uncertainty were calculated using nonlinear autoregressive ...
Roshdieh, Nasim
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ENERGY GENERATION AND AGGREGATE OUTPUT IN NIGERIA: EVIDENCE FROM NARDL
Acta Economica, 2021 Energy generation has received a little or no attention over a period of time. Most scholars are focused on energy consumption and economic growth. This study empirically examined the asymmetric impact of energy generation on aggregate output in Nigeria between 1980 and 2019 using Nonlinear Autoregressive Distributed Lag (NARDL) Model. The stationarity
Musibau Ojo Adejumo +1 more
openaire +2 more sources
, 2023 Like many other countries, the economy and society of Japan have been severely affected by the COVID-19 outbreak, and the fishery sector particularly seafood is no exception. Among seafood, since luxury seafood is more commonly consumed at restaurants it
Arifa Jannat (17102383) +2 more
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