Asymmetric impact of multifarious exchange rate shocks on stock prices : fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach
Joseph Chukwudi Odionye, Nwosu Emmanuel O, Augustine C. Odo, Ugochukwu Sebastine Ugwuegbe and Chiwuike N. Uba
| Year of publication: |
2024
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|---|---|
| Authors: | Odionye, Joseph Chukwudi ; Emmanuel O, Nwosu ; Odo, Augustine Chika ; Ugwuegbe, Ugochukwu Sebastine ; Uba, Chiwuike N. |
| Subject: | asymmetry | exchange rate | MTNARDL | multifarious shocks | SSA | stock price | Schock | Shock | Wechselkurs | Exchange rate | Börsenkurs | Share price | Volatilität | Volatility | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/09638199.2023.2223320 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014632807