Exchange rate, exchange rate volatility and stock prices : an analysis of the symmetric and asymmetric effect using ARDL and NARDL models
La Ode Saidi, Abd Azis Muthalib, Pasrun Adam, Wali Aye Rumbia, La Ode Arsad Sani
| Year of publication: |
2021
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|---|---|
| Authors: | Saidi, La Ode ; Muthalib, Abd Azis ; Adam, Pasrun ; Wali Aya Rumbia ; Sani, La Ode Arsad |
| Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 15.2021, 4, Art.-No. 11, p. 179-190
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| Subject: | Exchange rate | exchange rate volatility | stock prices | ARDL model | NARDL model | Wechselkurs | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.14453/aabfj.v15i4.11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012664454