Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach
Shabir Mohsin Hashmi, Bisharat Hussain Chang
| Year of publication: |
2023
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|---|---|
| Authors: | Hashmi, Shabir ; Chang, Bisharat Hussain |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 1006-1024
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| Subject: | crises | E7 countries | emerging stock indices | macroeconomic variables | QARDL model | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Schwellenländer | Emerging economies | Kointegration | Cointegration | ARCH-Modell | ARCH model | Volatilität | Volatility | Wirtschaftswachstum | Economic growth | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2461 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253339