Investigating the Effect of Economic Risk Components on the Development of Sukuk Market in Iran (Nonlinear Autoregressive Distributed Lag Model Approach) [PDF]
تحقیقات مالی اسلامی (پیوسته)The main purpose of this research is to investigate the effects of economic risk components along with economic complexity on the development of sukuk market in Iran during the period of 1389.1-1401.4. The results of the estimation of the model using the
Bahman Khanalizadeh +3 more
doaj +1 more source
Economic Growth Drivers in Romania: Evidence from a NARDL Analysis
Sustainability, 2023 The present study examined the impact of foreign direct investment, trade, final consumption expenditures, exports and imports of goods and services on the Romanian economic growth. The study used yearly data ranging from 1990 to 2020, and stationarity was checked using unit root testing.
Milin Ioana Anda +3 more
openaire +1 more source
, 2023 As the price of local onions is greatly impacted by the price of imported onions at these two levels of the supply chain, the goal of this study was to ascertain whether onion prices in Bangladesh are transmitted asymmetrically at the wholesale and ...
Farhana Arefeen Mila (14846162) +3 more
core +1 more source
The effects of coronavirus news on travel and leisure stocks: Evidence from the NARDL model [PDF]
ITM Web of ConferencesThis study employs the NARDL model to investigate the asymmetric effects of COVID-19 news on the return and volatility of travel and leisure stocks in both the United States and the global context.
Cao Qian +4 more
doaj +1 more source
Forecasting Turkish lira against the US Dollars via forecasting approaches
Cogent Economics & Finance, 2022 The aim of this study is to predict the Turkish Lira’s exchange rate against the US Dollar by combining models . As a result, the authors include three univariate forecasting models: ARIMA, Naive, and Exponential smoothing, and one multivariate model ...
Rabia Sabri +4 more
doaj +1 more source
Forecasting inflation in Iran with two approaches of econometrics and artificial neural network; Comparison of NARDL, NARX nonlinear models [PDF]
مدلسازی اقتصادسنجی, 2022 Inflation forecasting is one of the most important actions of economic policymakers and monetary officials in the field of decision-making. Besides, researchers always try to identify appropriate methods for predicting inflation.
Hamed Azizi Ganzagh, Ahmad Jafari Samimi
doaj +1 more source
NARDL short-run coefficients and the effects of COVID-19 cases.
, 2023 NARDL short-run coefficients and the effects of COVID-19 cases.
Arifa Jannat (17102383) +2 more
core +1 more source
The asymmetric effects of third-country exchange rate volatility on Turkish-German commodity trade [PDF]
PanoeconomicusThis study examines the asymmetric effects of third-country exchange rate volatility on Turkish-German commodity trade. We analyzed annual time-series data spanning 1980-2022 for 79 (93) Turkish export (import) industries. The ARDL model found that third-
Khalid Waqar +2 more
doaj +1 more source
Quaestiones Geographicae, 2022 The literature reveals that linear models do not accurately represent the asymmetric relationship between economic growth and energy consumption (EC).
Ali Wajid +3 more
doaj +1 more source
NARDL estimation results for the effect of the US VIX on stock market return and volatility.
, 2023 NARDL estimation results for the effect of the US VIX on stock market return and volatility.
Duc Hong Vo (10515374) +1 more
core +1 more source