Sheikh, Umaid A.; Asad, Muzaffar; Ahmed, Zahid; … - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-20
The study investigated that whether the relationship between macroeconomic fluctuations and stock indexes is symmetrical or asymmetrical in nature. This study employed nonlinear autoregressive distributed lag models for the times before and after 2008 economic crises. The overall sample period...
