Asymmetric impact of multifarious exchange rate shocks on stock prices : fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach
Year of publication: |
2024
|
---|---|
Authors: | Odionye, Joseph Chukwudi ; Emmanuel O, Nwosu ; Odo, Augustine Chika ; Ugwuegbe, Ugochukwu Sebastine ; Uba, Chiwuike N. |
Published in: |
Journal of international trade & economic development : an international and comparative review. - London : Routledge, ISSN 1469-9559, ZDB-ID 2020043-2. - Vol. 33.2024, 5, p. 868-902
|
Subject: | asymmetry | exchange rate | MTNARDL | multifarious shocks | SSA | stock price | Wechselkurs | Exchange rate | Schock | Shock | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
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