Stock market reaction to macroeconomic variables : an assessment with dynamic autoregressive distributed lag simulations
Muhammad Kamran Khan, Jian-Zhou Teng, Muhammad Imran Khan, Muhammad Fayaz Khan
| Year of publication: |
2023
|
|---|---|
| Authors: | Khan, Muhammad Kamran ; Teng, Jian-Zhou ; Khan, Muhammad Imran ; Khan, Muhammad Fayaz |
| Subject: | dynamic autoregressive distributed lag simulations | exchange rate | gold prices | oil prices | stock returns | Wechselkurs | Exchange rate | Simulation | Ölpreis | Oil price | Kointegration | Cointegration | Lag-Modell | Lag model | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2543 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327535