Qamruzzaman, Md.; Wei, Jianguo - In: Financial innovation : FIN 3 (2017) 19, pp. 1-24
estimated the long-run cointegration by applying Autoregressive Distributed Lag (ARDL) bound testing and Granger causality …-based Error Correction Model (ECM) to capture the directional association. Results: The Test of Cointegration satisfied the …