Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach
Shabir Mohsin Hashmi, Bisharat Hussain Chang
| Year of publication: |
2023
|
|---|---|
| Authors: | Hashmi, Shabir ; Chang, Bisharat Hussain |
| Subject: | crises | E7 countries | emerging stock indices | macroeconomic variables | QARDL model | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Kointegration | Cointegration | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Volatilität | Volatility | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2461 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253339