The asymmetric impact of oil price shocks on sectoral returns in Pakistan : evidence from the non-linear ARDL approach
Year of publication: |
2022
|
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Authors: | Ali, Basit ; Khan, Dilawar ; Shafiq, Muhammad ; Magda, Róbert ; Oláh, Judit |
Subject: | NARDL model | oil price shocks | Pakistan | Pakistan stock market | sectoral returns | Ölpreis | Oil price | Kointegration | Cointegration | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model | Schätzung | Estimation | Volatilität | Volatility | Aktienmarkt | Stock market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/economies10020046 [DOI] hdl:10419/257408 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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