Showing 1 - 10 of 15,458
Persistent link: https://www.econbiz.de/10011779388
Persistent link: https://www.econbiz.de/10003068217
This study explores dynamic relationships between stock prices and exchange rates in Asian countries. These relationships are complex and include both linear and nonlinear relationships. We employ a nonparametric causality test to explore them. The nonparametric causality test is more robust to...
Persistent link: https://www.econbiz.de/10012946764
Persistent link: https://www.econbiz.de/10010399366
Persistent link: https://www.econbiz.de/10010405645
Persistent link: https://www.econbiz.de/10014318356
Persistent link: https://www.econbiz.de/10011389712
Persistent link: https://www.econbiz.de/10008823938
This research examines the impact of positive and negative shocks of exchange rate on South Asian Stock indexes by employing a Non-linear Panel autoregressive distributive lag model along with a Panel Asymmetric granger casualty test. For the Panel-NARDL model, the Pre-crisis regime comprises of...
Persistent link: https://www.econbiz.de/10012654650
Persistent link: https://www.econbiz.de/10001659873