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2). Monthly level data representing macroeconomic volatility has been incorporated from the trading economics website …
Persistent link: https://www.econbiz.de/10013179670
This study analyzes the trilateral relationship between macroeconomic variables of oil prices, stock market index, and exchange rate to demonstrate their behavior and inter-relationship in the economic setup of Pakistan. The investigated period includes daily time series data ranging from 4...
Persistent link: https://www.econbiz.de/10014500264
followed by a co-integration technique by Johansen (1988). We find that stock market indexes serve as a transmission channel …
Persistent link: https://www.econbiz.de/10014500356
of macroeconomic volatility. This research utilized a Non-linear autoregressive distributive lag model (NARDL) to find …
Persistent link: https://www.econbiz.de/10013179578