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This study investigates whether Economic Policy Uncertainty (EPU) symmetrically or asymmetrically affecting foreign remittances. Also, examine the volatility of foreign remittances. The suitable econometric models for this study include Nonlinear Autoregressive Distributed Lag (NARDL) model to...
Persistent link: https://www.econbiz.de/10012858914
The geopolitical risk found to be a relevant factor for investors to choose Islamic stock investment. This study focuses on the short-run and long-run asymmetric significance of geopolitical risk on Islamic stock market returns. Nonlinear Autoregressive Distributive Lag (NARDL) model has been...
Persistent link: https://www.econbiz.de/10012859729
This study seeks to examine the hidden-cointegration among Geopolitical Risk (GPR) and foreign remittances. The suitable models for this study are Nonlinear Autoregressive Distributed Lag (NARDL) model to find the nature of impact (symmetric or asymmetric), and Generalized Autoregressive...
Persistent link: https://www.econbiz.de/10014103089